Index Option Returns News Today : Breaking News, Live Updates & Top Stories | Vimarsana

Traders Magazine
Professor George Skiadopoulos, Queen Mary University of London and University of Piraeus
A common finding when it comes to options trading is that selling index put option contracts (such as those written on the S&P 500) tends to offer average returns and Sharpe ratios which seem to be excessive when compared to equities. 
Academic literature has well documented that selling index put options yields high average returns. This is also well known among practitioners: these trades have been highly profitable, except in instances where sales coincide with spikes in volatility, such as when Lehman Brothers crashed, or in the initial heat of the pandemic in March 2020.  ....

Byprofessor George Skiadopoulos , George Skiadopoulos , Gonzalo Cortazar , Alejandro Bernales , Luka Salamunic , University Of Chile , Lehman Brothers , University Of Piraeus , Queen Mary University Of London , Queen Mary University , Index Option Returns , Pontificia Universidad Cat , பல்கலைக்கழகம் ஆஃப் சிலி , லெஹ்மன் சகோதரர்கள் , ராணி மேரி பல்கலைக்கழகம் ஆஃப் லண்டன் , ராணி மேரி பல்கலைக்கழகம் ,