When broad market indices lack the implied volatility we’re looking for, we tend to seek it out in the sectors and individual equities. Tune in to see Tom and Tony discuss the varying amount of opportunity and risk in these products.
Products that have a high amount ofoften have a lower than products with less diversification. We see that in general, market indices have a lower IV compared to sector ETFs and single stocks. Study
- 2017 to Present
- Looking at occurrences of and testing how performed over the past year
- SPY, S&P 500 Sector ETFs, and their Largest Components
Be sure to tune in to hear Tom and Tony break down the results!