An Elevated VIX Creates Attractive Option Trades: Ratio & Butterfly Spreads in High Volatility

Name: An Elevated VIX Creates Attractive Option Trades: Ratio & Butterfly Spreads in High Volatility
Uploaded: 2020-10-29T19:45:49+0000

Posted on 10/29/2020

Ahead of the US Presidential election in 2020 the E-mini S&P options on futures markets were pricing in a substantial amount of implied volatility. The abnormal option prices offer some unusual opportunities for option traders.