Volatility Strategies

​Undervalued VSTOXX Reinforces Long Nov. Futures Opportunity

Oct 25, 2016

The low level of the EURO STOXX 50 Volatility Index relative to the CBOE Volatility Index amid a backdrop of increased macro risks surrounding the U.S. election, the Italian Referendum and the December U.S. Federal Reserve meeting has opened an opportunity to consider upside structures in November expiries on listed European volatility.

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