In the early stages of the Covid pandemic in 2020, there was significant economic turmoil and a stock market crash.

In the three years that have followed, market volatility levels (both implied and historic definitions) have steadily dropped to the point where most measures are at very low levels. A popular and convenient way to gauge volatility is the VIX Index which calculates the level of S&P 500 implied volatility - Tim Mortimer, FVC Implied volatility is the more important for structured products as it reflects market pricing. There are many ways to assess the levels of implied volatility and differe

Continue reading and get unlimited access for 7 days with a free trial of SRP.

Get a free trial

Already a subscriber? Login