Quick Takes

If there was ever a true statement, it would be that change is constant. In 2020, after years of easy money, strong equity markets and ...

A question that we find ourselves asking more and more as 2023 continues to unfold, is how far…? How far can a market fall, or ...

Implied volatility, as measured by the Cboe® Volatility Index (the VIX®), averaged 20.06 in February. Consistent with its typical relationship, average implied volatility exceeded realized ...

Long-term equity returns after years like 2022 are attractive but volatile: Five-year periods after bear market drawdowns produced double-digit annualized returns in six out of ...

Implied volatility, as measured by the Cboe® Volatility Index (the VIX®), averaged 20.17 in January. Consistent with its typical relationship, average implied volatility exceeded realized ...

As investors weighed monetary policy risks and other risk factors including the conflict in Ukraine and China’s Zero-COVID policy, demand for index options was strong ...

By several measures, 2022 provided investors with one of the most volatile and challenging years in history. Ongoing assessment of whether Federal Reserve (Fed) policy ...

Higher implied volatility results in higher option premiums. Black-Scholes pricing model analysis of one-month at-the-money (ATM) S&P 500® Index call and put options utilized by ...

Implied volatility trended down as the market continued its rally in November. The Cboe® Volatility Index (the VIX®) ended October at 25.88, reached an intra-month ...

Growth in short-term S&P 500® Index options may be contributing to the high frequency of large one-day and intra-day market swings this year. Through October, ...