Today ZEGA’s traders put on a new position in the Aggressive version of the HiPOS strategy. For this iteration we paired a short call spread on the Russell 2000 Index (RUT) with a long call spread on the S&P 500 Index (SPX). As a reminder one...
With a week to go until the morning expiration of the primary HIPOS conservative trade, the market has settled back into a slower trajectory forward. As such, you may have noticed...
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While the markets have moved strongly higher in the post-election day trading sessions, volatility remains elevated. This volatility results in an easier path for trades on both...
ZEGA decided to look at average annual returns for presidents going back nearly 100 years. Back to 1923 to be exact which would take us to President Coolidge’s term.
The options market can be thought of as a type of voting mechanism. Implied volatility levels embedded in the prices transfer the opinions of how much markets are expected to move and the option values reflect that disposition.