BNP Paribas targets hedge funds with equity vol carry options

Bank aims to meet demand for QIS options extending beyond commodities


BNP Paribas has begun offering options on equity volatility carry strategies, in a sign of hedge funds’ growing demand for options-based access to quantitative investments.

The French bank says that so far it has only traded the contracts with a limited number of “key partners” – typically investors that have already traded options on baskets of commodity strategies. BNP Paribas was one of the first dealers to offer the latter type of option, which it began trading in November 2022.

Julien Lascar

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options


Want to know what’s included in our free membership? Click here

This address will be used to create your account

Most read articles loading...

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here