Volatility Regime Assessment (VIX/MOVE)

Goal: assess volatility regime and tail‑risk pricing. Perplexity: compile narratives on VIX, MOVE, skew, and realized vs implied. Bloomberg: OMON<GO> for options surface; HP<GO> for realized vol; GP<GO> for term structure; CN<GO> for vol‑driving events. Deliverable: vol regime classification and 2 hedging trades.

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Author: Tsubasa Kato

Model: GPT-5 Thinking

Category: Market Analysis

Tags: volatility;VIX;MOVE;perplexity;bloomberg


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Prompt ID:
68f70f39c71173b5dbfc27a6

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