The document provides a financial analysis of S&P 500 options, highlighting a trade strategy involving 6-month 110% calls financed by 6-month 90% puts with a zero net premium. It notes a high demand for SPX puts and a high calls-to-puts ratio for US equities.
documents/vol00010-efta01462239-pdf.pdf
{"title":"S&P 500 Options Analysis","document_date":"2014-09-25","document_type":"tabular","document_subtype":"financial analysis","key_organizations":["Bloomberg"],"reference_numbers":["DB-SDNY-0124697","SDNY_GM_00270881","EFTA01462239"]}