JPM lists stocks with the least price swings, most attractive option-sale candidates
JPM's US Single Stock Volatility Chartbook lists 'attractive' option-sale candidates. Read more here.
Stay updated with breaking news from Abram Kaplan. Get real-time updates on events, politics, business, and more. Visit us for reliable news and exclusive interviews.
JPM's US Single Stock Volatility Chartbook lists 'attractive' option-sale candidates. Read more here.
We are now at the end of 2023, and a lot of predictions made about the US economy experiencing a recession this year have not come true yet.
The VIX is anticipated to trade at higher levels in 2024 compared to 2023, contingent on both the timing and severity of a potential recession, alongside the possibility of amplified fluctuations that could hinder short-term volatility sales.
The Cboe Volatility Index will “generally trade higher in 2024 than in 2023, and the extent of the increase depends on the timing and severity of an eventual recession” and potential wider swings that could curb selling of short-term volatility, the bank’s Americas equity derivatives strategists, led by Bram Kaplan, wrote in a note on December 8.
Strategists noted that the potential for higher volatility had increased