http://www.condoroptions.com/index.php/iron-condor/the-volatility-risk-premium-in-index-options/ Wed, 17 Feb 2010 23:34:57 +0000 http://wordpress.org/?v=2.9.2 hourly 1 http://www.condoroptions.com/index.php/iron-condor/the-volatility-risk-premium-in-index-options/comment-page-1/#comment-724 Straddles and the Volatility Risk Premium | Condor Options Wed, 30 Sep 2009 09:43:31 +0000 http://www.condoroptions.com/?p=1460#comment-724 [...] like a new attempt at establishing an old (but important) thesis, namely that there is a persistent volatility risk premium in options on equity index products (futures, ETFs, etc.). Most studies have attempted to define [...] [...] like a new attempt at establishing an old (but important) thesis, namely that there is a persistent volatility risk premium in options on equity index products (futures, ETFs, etc.). Most studies have attempted to define [...]

]]> http://www.condoroptions.com/index.php/iron-condor/the-volatility-risk-premium-in-index-options/comment-page-1/#comment-702 Should Market-Neutral Options Traders Diversify? | Condor Options Mon, 31 Aug 2009 10:55:58 +0000 http://www.condoroptions.com/?p=1460#comment-702 [...] patterns or P/E ratios. Instead, the strategy followed in the newsletter is designed to collect the volatility risk premium in U.S. equity index options. It is entirely possible that a similar premium exists in other [...] [...] patterns or P/E ratios. Instead, the strategy followed in the newsletter is designed to collect the volatility risk premium in U.S. equity index options. It is entirely possible that a similar premium exists in other [...]

]]> http://www.condoroptions.com/index.php/iron-condor/the-volatility-risk-premium-in-index-options/comment-page-1/#comment-632 July Monthly Review | Condor Options Tue, 21 Jul 2009 18:48:24 +0000 http://www.condoroptions.com/?p=1460#comment-632 [...] the primary purpose is to generate profit, and they achieve that goal by collecting the volatility risk premium in index options. The second purpose is to hedge directional (delta) exposure as it changes over [...] [...] the primary purpose is to generate profit, and they achieve that goal by collecting the volatility risk premium in index options. The second purpose is to hedge directional (delta) exposure as it changes over [...]

]]> http://www.condoroptions.com/index.php/iron-condor/the-volatility-risk-premium-in-index-options/comment-page-1/#comment-541 April Monthly Review | Condor Options Thu, 07 May 2009 14:23:08 +0000 http://www.condoroptions.com/?p=1460#comment-541 [...] purpose of the strategy we follow in our iron condor newsletter is to collect the volatility risk premium when it exists.  To accomplish this, it is important to limit our directional exposure.  [...] [...] purpose of the strategy we follow in our iron condor newsletter is to collect the volatility risk premium when it exists.  To accomplish this, it is important to limit our directional exposure.  [...]

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