Market Perspective

After 2021’s strong equity market return, investors may want to pump the brakes. The 28.71% return of the S&P 500® Index for 2021 is the tenth-highest annual ...

The term structure of S&P 500® Index option implied volatility (IV) changed dramatically at the end of November. The new COVID variant and surprisingly hawkish rhetoric ...

License to Kill, released in 1989 and starring Timothy Dalton as James Bond, is regarded by some as the worst Bond film ever made. New York magazine’s ...

Implied volatility, as measured by the Cboe® Volatility Index (the VIX®), rose in September as investors processed a laundry list of concerns including coronavirus variants, inflation ...

S&P 500® Index option buyers continued to overpay by an above-average amount based on the unusually high Volatility Risk Premium (VRP) that has persisted during the equity ...

Is equity market volatility high or low? The answer to that question depends on where you look. Realized volatility in July, based on the annualized ...

Despite concerns over inflation, Federal Reserve policy, imbalances in labor and raw materials markets and COVID-19 variants, the S&P 500® Index advanced 15.25% over the first ...

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 ...

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 ...

The S&P 500® Index returned a staggering 56.35% for the 12-month period ending March 31 while the Bloomberg Barclays U.S. Aggregate Bond Index (the Agg) returned ...