Attractive Premiums Increase Credit Option Selling
An uptick in volatility means the premium from selling options on credit derivative indices has risen and can cover the cost of buying protection on the indices as a hedge.
Unlock this article.
The content you are trying to view is exclusive to our subscribers.
To unlock this article:
- ✔ 4,000 annual insights
- ✔ 700+ notes and long-form analyses
- ✔ 4 capital markets databases
- ✔ Daily newsletters across markets and asset classes
- ✔ 2 weekly podcasts
