EFTA
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3 results for “
"1M ImPlIed Correlation"
”
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EFTA01474964
Set 10
2015-10-02
168p
16,614w
1M
Realized Vol
1M
Vol Premium (
Implied
- Realized)
Correlation
(S&P 500)
1M
Implied
Correlation
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EFTA01475027
1M
Realized
Correlation
1M
Correl
Premium (
Implied
- Realized
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01474964.pdf
EFTA01458543
Set 10
1p
833w
Down Yes below 3
Correlation
(SSP 500)
1M
ImPlIed
Correlation
50.2 2.8 514 8.0 40.3 40.6 37.0 85% La Nib Up No below 40
1M
Realized
Correlation
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01458543.pdf
EFTA01459082
Set 10
1p
861w
below 3 Carnation (S&P 500)
1M
implied
Correlation
35.4 -3.8 31.3 -79 33.9 401 36.9 51% 51% NOrrival Down Yes below 40
1M
itealizedcorrelabon
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01459082.pdf
Corpus: 1990-03-17 – 2025-12-01
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Results by Dataset
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Set 10
3