Equity Volatility & Risk-Neutral Measures
Option-implied risk-neutral measures for Korean equities — the KOSPI 200 volatility indices SVIX and V-KOSPI 200, and single-stock risk-neutral variance and expected-return lower bounds.
KOSPI 200 Risk-Neutral Volatility
Single-Stock Option-Implied Moments & Expected-Return Bounds
South Korea Samsung Electronics Option-Implied Data
South Korea SK Hynix Option-Implied Data
South Korea Samsung C&T Option-Implied Data
South Korea Hyundai Motor Option-Implied Data
South Korea LG Electronics Option-Implied Data
South Korea POSCO Holdings Option-Implied Data
South Korea Amorepacific Option-Implied Data
South Korea Hana Financial Group Option-Implied Data
South Korea Samsung Electro-Mechanics Option-Implied Data
- South Korea Samsung Electro-Mechanics Option-Implied 30-Day Expected-Return Lower BoundMartin and Wagner (2019); Kadan and Tang (2020)KRERB009150Daily
- South Korea Samsung Electro-Mechanics Option-Implied 30-Day Risk-Neutral VolatilityBakshi, Kapadia, and Madan (2003); Dennis and Mayhew (2002)KRRNV009150Daily