Volatility Views

Volatility Views Episode 9: Managing Ratio and Calendar Spreads


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Volatility Views 9: Managing Ratio and Calendar Spreads Volatility Review: The May 1-month Euro VolContract settlement ended at 12.77, more than 50% higher than March or April. What will June bring? Two contracts currently trading: June 1-month and June 3-month, creating an interesting arbitrage opportunity. Strategy Session: 1x2 ratio spread. Don discloses that he sold premium. Spread management, or finding the right parking place. Resisting the dark side. Calendar spreads and choosing which way to cheer. Greek management. Position management goes beyond expiration dates. Listener Mail: A suggestion comes in for a potential new segment reviewing OTC trading activity. What do Mark and Don think of the listed versions of OTC vol products? See: OTC cabal. Blackjack tips. Crystal Ball: Looking at potential arbitrage opportunities through June Euro VolContract expiration. Volatility cone updates.

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Volatility ViewsBy The Options Insider Radio Network

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