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Insights
Thursday, June 10, 2021
The nearly 4% pullback of the S&P 500® Index in early May was small by historical standards, but it was enough to push
implied volatility to its highest levels since March 2021.
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Friday, June 4, 2021
The S&P 500® Index returned 0.70% for the month of May, bringing its year-to-date return to 12.62%. Renewed concerns surrounding the outlook for inflation, the potential for rising interest rates and labor market shortages led the S&P 500® Index down 3.99% from May 7 through May 12. As investor concerns subsided and pandemic-related news continued a positive trend, the S&P 500® Index climbed 3.57% from May 12 through month-end.
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Thursday, May 13, 2021
Is implied volatility low? Like a circle that reveals itself to be a cylinder when you shift your perspective, it depends on how you look at it.
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Categories
U.S. Market Recap
May 2021 Market Recap
April 2021 Market Recap
March 2021 Market Recap
February 2021 Market Recap
January 2021 Market Recap
December 2020 Market Recap
November 2020 Market Recap
October 2020 Market Recap
September 2020 Market Recap
August 2020 Market Recap
July 2020 Market Recap
June 2020 Market Recap
May 2020 Market Recap
April 2020 Market Recap
March 2020 Market Recap
February 2020 Market Recap
January 2020 Market Recap
December 2019 Market Recap
November 2019 Market Recap
October 2019 Market Recap
Q3 2019 Market Recap
August 2019 Market Recap
July 2019 Market Recap
June 2019 Market Recap
May 2019 Market Recap
April 2019 Market Recap
U.S. Market Perspective
Volatility Pricing Indicates Market Expectations
A Multidimensional Volatility Environment
The Alternative to "There is No Alternative"
A Closer Look at Bond Market Performance
Familiar Factors Present as the VIX® Nears Record
Will Volatility Risk Premium Remain Attractive in
Lower, not Low: An Examination of Recent Implied V
October 2020 Market Perspective
September 2020 Market Perspective
August 2020 Market Perspective
July 2020 Market Perspective
June 2020 Market Perspective
May 2020 Market Perspective
April 2020 Market Perspective
March 2020 Market Perspective
February 2020 Market Perspective
January 2020 Market Perspective
December 2019 Market Perspective
November 2019 Market Perspective
October 2019 Market Perspective
Q3 2019 Market Perspective
August 2019 Market Perspective
July 2019 Market Perspective
June 2019 Market Perspective
May 2019 Market Perspective
April 2019 Market Perspective
Market Review
Active Overwrite Market Review – Q1 2021
Active PutWrite Market Review – Q1 2021
Index/RA Market Review – Q1 2021
Quick Takes
Is Low Volatility Low Risk?
An "All Clear" Signal?
An Update on the Volatility Risk Premium (VRP)
Should Election Year Volatility Concern Investors?
Flagship (Index/RA) Commentary
2021 Flagship (Index/RA) Commentary - Q1
2020 Flagship (Index/RA) Commentary - Q4
2020 Flagship (Index/RA) Commentary - Q3
2020 Flagship (Index/RA) Commentary - Q2
2020 Flagship (Index/RA) Commentary - Q1
2019 Flagship (Index/RA) Commentary - Q4
2019 Flagship (Index/RA) Commentary - Q3
2019 Flagship (Index/RA) Commentary - Q2
2019 Flagship (Index/RA) Commentary - Q1
Active Overwrite Commentary
2021 Active Overwrite Commentary - Q1
2020 Active Overwrite Commentary - Q4
2020 Active Overwrite Commentary - Q3
2020 Active Overwrite Commentary - Q2
2020 Active Overwrite Commentary - Q1
2019 Active Overwrite Commentary - Q4
2019 Active Overwrite Commentary - Q3
2019 Active Overwrite Commentary - Q2
2019 Active Overwrite Commentary - Q1
Active Putwrite Commentary
2021 Active PutWrite Commentary - Q1
2020 Active PutWrite Commentary - Q4
2020 Active PutWrite Commentary - Q3
2020 Active PutWrite Commentary - Q2
2020 Active PutWrite Commentary - Q1
2019 Active PutWrite Commentary - Q4
2019 Active PutWrite Commentary - Q3
2019 Active PutWrite Commentary - Q2
2019 Active PutWrite Commentary - Q1
2018 Active PutWrite Commentary - Q4
2018 Active PutWrite Commentary - Q3
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