Volatility-Linked Derivatives Trading At High Levels

04 Aug 2010

Derivatives linked to volatility have been trading at levels so high that they suggest shares in the S&P 500 could move by more than 2% a day until 2020.

Derivatives linked to volatility have been trading at levels so high that they suggest shares in the S&P 500 could move by more than 2% a day until 2020. Paul Britton, ceo of Capstone Holdings Group, a volatility hedge fund, said the elevated levels were caused by U.S. ...

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