The document discusses the risks and considerations associated with writing variability options, strategy-based index options, and relative performance options. It highlights the challenges in offsetting risks and the potential for accelerated expiration dates in certain scenarios, such as cash-out mergers. The document also notes the implications for option holders and writers in the event of accelerated expiration dates.
documents/vol00010-efta01353528-pdf.pdf
{"document_type":"other","reference_numbers":["SDNY_GM_00184127","EFTA01353528"]}