Short-dated credit options squeezed as dealers get caught long vol
Dealers are quietly discouraging investor accounts from selling shorter-dated options after the Street was caught long volatility as spreads traded in ranges in recent weeks.
Subscriber-only article
This article is available only to Creditflux subscribers and free trial users within 30 days of publication.
Already a subscriber? Not logged in? Click here to login.
If you have not already done so,
you may request a FREE TRIAL by clicking here
This trial will give you:
- 4-weeks' free online access to our
most recent subscriber-only articles - Daily breaking news alert sent by email
- A print copy of Creditflux
If you currently have a free trial, you will see this message when you try to view articles older than 30 days.
Related Stories
- LCH extends credit index option product to buy side 2 years ago
- Traders eye expensive options as they look to get creative 2 years ago
- Davidson Kempner hires ex-Barclays convertibles research head 4 years ago
- Political risk puts December in focus as CDS investors play index volatility 4 years ago
- US credit managers reset option trades 7 years ago
Funds
- Colbeck Capital hires new head of originations 2 days ago
- Funds round up: April 2024 4 days ago
- Former Capital Dynamics' employees launch Camberline Capital Management 4 days ago
- Golub raises USD 2bn for sixth credit opportunities fund 4 days ago
- Man Group hires new senior managing director for private credit business 5 days ago