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| User Info | Would like to trade my first options; entered at 2012-07-24 10:34:46 | |||
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Patmcgroin Posts: 8260 Registered: 2007-09-12 Chicago 
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Zero barrier (or in rates the par-barrier). Is mathematically less risky to sell a put- though in practice? Maybe not so much! Log-normality approaching the barrier makes the put even MORE attractive. Add the negatively correlated put-skew? You'll always find a put-seller.
2012-07-24 10:34:46
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