Stocks have enjoyed a historic rally, and volatility remains high


  • Jason Goepfert

    Jason Goepfert

    Published: 2020-07-08 at 13:30:00 CDT

Over the past 3 months, the S&P 500 has enjoyed a historic rally. Even so, options traders are still pricing in a relatively high amount of volatility. Using a synthetic VIX back to 1962, we can see that big rallies accompanied by high volatility had a consistent tendency to lead to even-higher prices over the medium- to long-term.


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