(Bloomberg) -- Investors should sell options on
shares of General Electric Co. because implied volatility, a key
factor in pricing the contracts, is poised to decline at the
world's second-biggest company by market value, according to
Goldman, Sachs & Co.
Investors who don't own GE shares should sell September
$37.50 puts, derivative strategists Maria Grant and John Marshall
wrote in a note to clients. Current shareholders should create
September $40 calls and September $37.50 puts and then sell them
to other investors, they said.
Read more at Bloomberg Stocks News
shares of General Electric Co. because implied volatility, a key
factor in pricing the contracts, is poised to decline at the
world's second-biggest company by market value, according to
Goldman, Sachs & Co.
Investors who don't own GE shares should sell September
$37.50 puts, derivative strategists Maria Grant and John Marshall
wrote in a note to clients. Current shareholders should create
September $40 calls and September $37.50 puts and then sell them
to other investors, they said.
Read more at Bloomberg Stocks News
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