BNP Paribas: It’s Not Too Late To Play Post-Election U.S. Vol Compression

There are still ways to position for likely volatility compression after the U.S. election, according to equity derivatives strategists at BNP Paribas in New York. The bank, which runs its own model looking at the Standard & Poor’s 500 and realized volatility, expects to see the Cboe Volatility Index return to the October lows around