Implied volatility ratios for Asian indices vs. S&P 500 near 4‑year highs (2016 data)

Implied volatility ratios for Asian indices vs. S&P 500 near 4‑year highs (2016 data) The document contains only market data on option implied volatility ratios from Bank of America Merrill Lynch. It mentions no individuals, officials, financial misconduct, or political actors, offering no investigative leads. Key insights: TWSE 3‑month call IV ratio to SPX near 4‑year high in August 2016; Table lists several Asian index volatility ratios compared to SPX; Source: BofA Merrill Lynch Global Research