Are there options that index to moving averages of futures contracts in energy? What type of moving averages?
http://en.wikipedia.org/wiki/Asian_option Nymex has asian options, not sure how much they trade if any.
Asian options. Thanks. Are there any options that indexes to average volatility over some pre-set period of time (last month, week, etc.)?
Options to track MA ? Just never heard of it. Usuaully they will create some kinds of futures or just plain index to track MA , then options will be designed to trade those futures ot index.