Cost of Hedging: Weekly Update 9-12
by Jay Pestrichelli on September 12th, 2012
With the pop in the market last week, we're seeing some retracement in the cost of hedging pulling back to where they a month ago.
The gap between short-term and mid-term costs has also returned to recent highs, telling us the options market doesn't see much turmoil in sight. This is a change from what we saw last week.
As always, you can see the data on the Resources page.
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