Insights
By One Measure, 2022 is the Third Most-Volatile Year
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, ...
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S&P 500® Index Option Volume Sets Record
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 ...
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October 2022 Volatility Briefing
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 ...
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Is the Index Option Market Creating Volatility?
Trading volume in S&P 500® Index option contracts set a record in October 2022. As Figure 1 shows, trading volume in options on the bellwether ...
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October 2022 Market Recap
The S&P 500® Index returned 8.10% in October, bringing its year-to-date return to -17.70%. The month delivered thrills and chills in volatile trading sessions that ...
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