Insights
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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Q3 2022 Volatility Briefing
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 ...
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If interest rates revert to pre-2000 levels, will valuations follow?
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 ...
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Are Equities On Sale?
Savvy shoppers know a “25% Off” sale is not necessarily a good deal. Is the item discounted from a fair price or did the retailer ...
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