Volatility as an asset class
Procter & Gamble (PG) is recently up $1.64 to $83.46 on weighs deal for beauty brands, Bloomberg reports. March call option implied volatility is at 20, April and March is at 15; compared to its 26-week average of 15.
Proshares UltraShort Barc 20 Year Treasury ETF (TBT) is recently down 90c to $43.82 into the FOMC policy meeting decision on March 18. March call option implied volatility is at 44, April is at 31, June is at 29; compared to its 26-week average of 26.