ideas

Secured Options June Update: Option Buying Demand Increased While Option Selling Pressure Decreased Creating a Wide Range of Potential Outcomes for the S&P 500

July 2, 2020

While June was difficult for short volatility strategies, a shift in the market away from selling to more buying demand may create opportunity. Derivatives Portfolio Manager Sean Heron, CFA, reviews past performance and discusses current positions for the Glenmede Secured Options Strategy. He also updates on market expectations as the VIX index rises despite a recovering S&P 500.