Episode #9: Imran Lakha

Why Has Bond and Equity Volatility Diverged?

Imran Lakha of Options Insights uses cross-asset volatility to build a macro trading framework. He looks at changes in volatility through time and price to build a picture of market positioning and sentiment.

In this interview, Imran explains why there is a widening gap between bond and equity volatility and why investors should use equity sub-sectors to gauge sentiment.

Will this be a permanent change in the relationship or will the old trends reassert themselves? If they do, is equity volatility too low or bond volatility too high?