Volatility Strategies

Cost Of S&P Protection At An All-Time Low, Says BofA

Jul 26, 2023

Buying protection against a potential drawdown in the S&P 500 index within the next 12 months has never been cheaper, according to Bank of America’s market data, which dates back to 2008. This comes as high rates align with low implied volatility and correlation to offer a historic entry point for hedges, strategists say.

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