S&P 500 Puts to Guard Against 20% Decline Reach Record: Options – San Francisco Chronicle
 Bloomberg |
S&P 500 Puts to Guard Against 20% Decline Reach Record: Options
San Francisco Chronicle Implied volatility for puts that pay should the S&P 500 fall 20 percent over the next 12 months reached 32.99 on Nov. 8, or 13.69 points above comparable calls, according to data compiled by Bloomberg. That's the biggest gap since at least January 2005 … S&P 500 May Decline to 1100 If US Budget Talks Fail, Goldman Sachs Says Stocks slide on supercommittee's failure |
