Insights
Option Writing Premiums Were a Bright Spot in a Dark Year for Investors
The Federal Reserve’s (the Fed) monetary policy transition from accommodative to tightening was sudden – asset purchases to support the economy ended in March 2022, ...
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December 2022 Market Recap
The S&P 500® Index returned 7.56% in the fourth quarter, bringing its calendar year return to -18.11%. With monthly returns of 8.10%, 5.59% and -5.76% ...
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Elevated Volatility Increases Option Premiums
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 ...
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November 2022 Volatility Briefing
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 ...
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Away from Zero1 – The Not So Mysterious Case of Higher Interest Rates
If the story of 2022 stock and bond market returns was written as a whodunit, the crack detective protagonist would have a primary suspect list ...
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