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Exchanges list some options on spreads, such as crack spreads, spark spreads, etc, so that could provide with you a two factor correlation exposure. But if you are long only two underlyings, it is unlikely you will find an option on the sum of the two. If you happen to have an approximately index weighted portfolio of stocks, then of course index options ...


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That's impossible. Since neither the vanilla options nor the underlyings have any exposure to the correlation, no portfolio of these instruments can either.



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