Alternative Investment Posts
Summary and Outlook
• Premium levels and breakeven bands as a percentage of the index are both lower than the long-term average as a consequence of falling IV levels.
• Short volatility strategies may be challenged by a period of rising volatility and/or large market moves as seen in December.
• OPS has no open positions as of December 2023.
• Non-Spreadbet accounts are now receiving monthly interest on excess equity (balances not used for margin).
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