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. ...

Already a subscriber?

Continue reading this article

Try full access to GlobalCapital

Free trial

Want to learn more? View subscription options