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Walt,
I can't measure the volatility of Sugar puts and calls but if they are
anything like the Commodity itself they can't be low. I would think that
like most markets, that after the plunge stops there will be a sideways
move for a while. Quite a while if history is an indication and this El
Nino seems to be highly over rated.
Regards,
Brent
----------
> From: Walt Downs <knight@xxxxxxxxxxxx>
> To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
> Subject: Re: Fut: Sugar etc
> Date: Monday, February 02, 1998 7:16 AM
>
> Stig Olausson wrote:
> >
> Sugar looks interesting again.
>
> Stig,
>
> Another interesting note here:
>
> Historically, the year after an El Nino year has still been quite
> active.
>
> Sugar calls and puts have such low volatility right now, you can
> pay $1100 dollars for an ATM straddle that has a YEAR to expiration.
>
> Sounds like a pretty decent investment. You have a year for Sugar to
> move more than 1 cent from the 1100 level. :)
>
> Walt Downs
> CIS Trading
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