The document discusses the risks and complexities associated with volatility indexes and implied volatility options. It highlights the potential divergence between exercise settlement values and indicative values due to market forces. The document also emphasizes the complexity of strategies involving options on variability or strategy-based indexes, requiring a thorough understanding of the underlying concepts and calculation methods.
documents/vol00010-efta01353512-pdf.pdf
{"document_type":"other","reference_numbers":["EFTA01353512"]}