Quick Takes

Trading volume in S&P 500® Index option contracts set a record in October 2022. Trading volume in options on the bellwether equity index has been ...

Consistent with its pattern throughout 2022, implied volatility was consistently well-above average during October, reaching its highest monthly average since June 2020. Half of the ...

Consistent with its pattern in the first half of the year, third quarter implied volatility was consistently average to well-above average while remaining resistant to ...

This year’s bear market has brought equity valuations lower, but are they low? The price-to-earnings ratio (P/E) of the S&P 500® Index began 2022 around ...

As discussed in our November Market Perspective, an increased frequency of low multi-year annualized returns and large drawdowns has reduced the effectiveness of long-term fixed income ...

Increased volatility in 2020 associated with COVID-19 caused the standard deviation of the S&P 500® Low Volatility Total Return Index1 (the SPLVI) to climb to a higher ...

Does the equity market’s strong rally from its low point in March 2020 signal that the worst of the economic damage and equity market carnage ...

Our April Market Perspective focused on how the Volatility Risk Premium (VRP) has changed over time and noted that its first quarter of 2020 inversion reached record-setting ...

Presidential election years typically involve uncertainty, but should investors expect more or less than average equity market volatility in election years? While there is a ...