Selling Vol Of Vol Tipped For Seasoned Investors

13 Oct 2008

Some equity derivative strategists are recommending clients with strong stomachs consider selling wide strangles on the realized variance on the volatility roiling global stock market indices.

--Jeanine Prezioso

Some equity derivative strategists are recommending clients with strong stomachs consider selling wide strangles on the realized variance on the volatility roiling global stock market indices.

Options on volatility is a way to eek out profit from an unstable market, said Abhinandan Deb, an equity derivatives strategist with ...

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