Closing the Gap - Futures Edition - August 2, 2019 - Volatility Calendar Spreads

published 3 weeks ago by tastytrade, Inc.

The British Pound (/6B) has seen an 11% decline since January of 2018. What's more, the volatility level in this product is also relatively depleted. That said, the volatility term structure in /6B picks up right around the time the next Brexit vote is...

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