Volatility Strategies

Risk Reward Trades Highlighted In VSTOXX

Jun 6, 2018

Investors could trade volatility-of-volatility through the EuroStoxx 50 Volatility Index options as a credit panic on Italian bonds has driven VSTOXX vol-of-vol significantly higher in contrast to the Cboe Volatility Index implied volatility and skew, according to Mariana Investment Partners.

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