One-month put premiums in the S&P 500 are trading at approximately 12% implied volatility, and three-month put premiums at roughly 2%, representing historically cheap hedging costs that are comparable to December 2006 and December 2017—both periods that preceded major market declines
factualpending
Speaker
Jack ForandEvidence Quote
“12% implied volatility for you know one to three month puts in the S&P 500 that's about as cheap as it as it tends to get”
Source
Tesla, MicroStrategy and An Inside Look at the Biggest Options Expiration in Market History— Excess ReturnsCreated: 8/11/2026, 8:03:54 AM
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