dannyrussell53
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Just a question and im curious to your responses.
So I was looking at the corporate bond spreads and was wondering if there was a model anyone used or has thought of that would take into account the spread widening and tightening vs the option price. Im thinking this will have an affect on the underlyer and also mab the implied vol (thinking more risky stocks have usually more vol) since the bond market see's more risk I was wondering if there is a disconnect you could take advantage of.
Will def have to do more research and mab use some examples to create a model myself.
So I was looking at the corporate bond spreads and was wondering if there was a model anyone used or has thought of that would take into account the spread widening and tightening vs the option price. Im thinking this will have an affect on the underlyer and also mab the implied vol (thinking more risky stocks have usually more vol) since the bond market see's more risk I was wondering if there is a disconnect you could take advantage of.
Will def have to do more research and mab use some examples to create a model myself.