​HSCEI Long-Term Options Lag During H-Shares Rally

The 13% rally in H-Shares during the first week of April drove a significant spike in upside short-term HSCEI options. Despite the rally, however, HSCEI longer-dated option volumes have dwindled. Rob McGlinchey spoke to Société Générale’s Shane Carroll on why dealers are not rushing to buy back vega during this period, which is translating into declining volumes in HSCEI longer-dated options.