Wednesday, December 03, 2008

How to Identify Calendars Spreads Implied Volatility is High

If the price is held constant and the time to expiration is fudged than if the resulting difference between the implied option expirations at different expiration are closer they are actually, then they can be used for a Calendar spreads since if there is a large decline of implied volatility that would impact the option further from expiration, the one closer would also lose a large amount at least by expiration.
Suminda Sirinath Salpitikorala Dharmasena

1 Comments:

Anonymous Anonymous said...

What i do not understood is in fact how you are now not actually a lot more neatly-appreciated than you may be now.
You are very intelligent. You understand therefore considerably in the case of this topic, produced
me in my view consider it from so many numerous angles.
Its like women and men don't seem to be fascinated except it's something to accomplish
with Girl gaga! Your own stuffs great. Always maintain it
up!

Also visit my web-site erectile dysfunction medications treatment

Wednesday 19 June 2013 at 11:43:00 GMT+5:30  

Post a Comment

Subscribe to Post Comments [Atom]

<< Home