PDA

View Full Version : Options Signal Yen Volatility Spreads at Most Extreme Levels - Bloomberg



NewsWhore
03-21-2012, 12:20 PM
Options Signal Yen Volatility Spreads at Most Extreme Levels (http://news.google.com/news/url?sa=t&fd=R&usg=AFQjCNFgsjF2HRUqq7Rexpj29IaiKB3Efg&url=http://www.bloomberg.com/news/2012-03-21/options-signal-yen-volatility-spreads-at-most-extreme-levels.html)
Bloomberg
Traders are snapping up options on Japan's currency amid an 11 percent slide over the past six months and a Bloomberg model of option prices signals yen options volatility spreads at the most extreme levels. The Bloomberg model that analyzes the gap ...

[/URL]





[url=http://news.google.com/news/url?sa=t&fd=R&usg=AFQjCNFgsjF2HRUqq7Rexpj29IaiKB3Efg&url=http://www.bloomberg.com/news/2012-03-21/options-signal-yen-volatility-spreads-at-most-extreme-levels.html]More... (http://news.google.com/news/more?ned=us&ncl=ddl-CTcMq6QresM)