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Option Volatility Strategy

Tuesday, March 11, 2008

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

A SQUARE :: 11Mar08 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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