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SSRNDerivatives & Volatility

Options Trading Impact

The 1936 US ban on commodity options trading caused a temporary rise in volatility and a decrease in futures markets' hedging effectiveness, emphasizing the role of options trading in market stability.

Featured in No. 91 on 2 Apr 2025 · 1 day after release

Released
1 Apr 2025
First featured
No. 91 · 2 Apr 2025
Published in
Not yet, as far as Semantic Scholar knows
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Identifier
SSRN 5200152

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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