OPTIONS: Credit and Debit Vehicle Funds' Option Implied Volatility Increases

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Credit and debit vehicle funds' option implied volatility has increased as prices have pulled back on a transition away from expectations the central bank will continue its stimulus program:

Proshares UltraShort Barc 20 Year Treasury ETF ( TBT ) overall option implied volatility of 23 is below its 26-week average of 28.

ProShares UltraShort Lehman 7-10 Yr ETF ( PST ) over all option implied volatility of 13 is at its 26-week average.

iShares S&P National Municipal Bond Fund ( MUB ) overall option implied volatility of 6 is below its 26-week average of 8.

ProShares Short 20+ Year Treasury ETF ( TBF ) overall option implied volatility of 13 is near its 26-week average of 14.

IShares Barclay 20+ YR Treasury ETF ( TLT ) overall option implied volatility of 11 is below its 26-week average of 14.

SPDR Lehman High Yield Bond (JNK) overall option implied volatility of 11 is above its 26-week average of 8, according to Track Data.



The views and opinions expressed herein are the views and opinions of the author and do not necessarily reflect those of The NASDAQ OMX Group, Inc.

Copyright (C) 2014 MTNewswires.com. All rights reserved. Unauthorized reproduction is strictly prohibited.


This article appears in: Investing , Commodities

Referenced Stocks: MUB , PST , TBF , TBT , TLT

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