Mammoth Equity Trade Depresses Option Vol

10 Sep 2008

An unnamed European insurance company reportedly bought a hefty equity put spread collar at some point in the last few weeks, according to a senior trader in single stocks globally, who said the trade seems to be dramatically affecting skew.

--Katy Burne

An unnamed European insurance company reportedly bought a hefty equity put spread collar at some point in the last few weeks, according to a senior trader in single stocks globally, who said the trade seems to be dramatically affecting skew.

As an illustration, the VIX or Chicago Board ...

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