The trade idea that we recommended on Abbott is still sitting on a near-to-zero P&L because the stock has realized less volatility than we expected. While given the protective nature of the trade keeping the position open until option expiration would not lead to much risk, we still recommend to close the position due to a setup deterioration.
Trading Volatility Indices Spread with Risk Modelling
Download PDF Introduction Over the past decade, volatility as asset class has attracted the attention of several institutional investors, who consider it as an interesting hedge against long position in equities, given the evident negative Read more…
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