BarCap and Merrill Lynch expand derivatives research

Barclays Capital and Merrill Lynch have released new reports on derivatives strategies. Barclays has published ‘European Option Strategies: Combining directional and volatility views’. The report merges Standard and Poor’s analysis on equity underlyings with Barclays’ own on volatility and derivatives. It uses this information to identify attractive options, among them buying medium-term strike calls in Novartis, the Basel-based pharmaceutical company, due to low implied volatility and the

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