Vol Levels Prompt Pitch For S&P Variance Trades

07 Oct 2008

Selling Standard & Poor’s 500 one year implied variance at its current historically high levels is being tipped as a likely profit-making trade, if buyers can be found and potential mark-to-market pain absorbed.

--Irene Chapple

Selling Standard & Poor’s 500 one yearimplied variance at its current historically high levels is being tipped as a likely profit-making trade, if buyers can be found and potential mark-to-market pain absorbed.

Implied variance on the U.S. index is flirting with its highest levels of the last ...

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