risk reversal การใช้

• Also, risk reversals in the options markets were now favoring options to sell rather than buy the dollar, Prendergast said.
• A risk reversal is a position which simulates profit and loss behavior of owning an underlying security; therefore it is sometimes called a synthetic long.
• Conversely, any court that refuses to enforce a constitutional statute ( where such constitutionality has been expressly established in prior cases ) will risk reversal by the Supreme Court.
• Adjustments to this value are undertaken by incorporating the values of Risk Reversal and Flys ( Skews ) to determine the actual volatility measure that may be used for options with a delta which is not 50.
• A positive risk reversal means the implied volatility of calls is greater than the implied volatility of similar puts, which implies a skewed distribution of expected spot returns composed of a relatively large number of small down moves and a relatively small number of large up moves.