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Option Volatility Strategy

Wednesday, March 12, 2008
The strategy captures the excess premium between implied and realised volatility on the S&P 500 index using a butterfly unit.

A SQUARE :: 12Mar08 Option Volatility Strategy
Category Volatility
Author Sona Blessing
Experience, proprietary investment process, air tight risk controls
All index options are listed on the CBOE and guaranteed by the OCC
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