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Volatility and COVID-19 Update

Volatility and COVID-19 Update

The #volatility of the stock market as the result of the #covid19 outbreak continues to subside. Trading costs in SPY ETF options appear to have recovered to near pre-outbreak levels. This recovery might indicate trader confidence in improved...

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Equity Option Market Starting To Settle

Equity Option Market Starting To Settle

As the equity option market started to settle down last week, market trading costs for SPY options came down even as volume dropped and #volatility stayed high. The chart below shows SpiderRock’s view of the per contract trade cost for SPY in the three front...

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