Newedge Touts Short EURO STOXX Straddle

11 Jan 2010

Newedge is recommending selling short-term straddles on the EURO STOXX 50 to take advantage of an expected drop in implied volatility relating to positive corporate earnings over the next few weeks.

--Rob McGlinchey

Newedge is recommending selling short-term straddles on the EURO STOXX 50 to take advantage of an expected drop in implied volatility relating to positive corporate earnings over the next few weeks.

Daniel Roy, head of equity derivatives strategy in London, told Derivatives Week that companies in the index, ...

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