The write option

Covered calls

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There are signs that equity volatility is picking up. The VIX – the Chicago Board Options Exchange’s (CBOE) weighted-average S&P 500 option-implied volatility index – reached a year-to-date high of around 17.7% in mid-April, having crept up from a year-to-date low of 11.1% two months earlier. Nonetheless, for much of the past six months, US implied equity volatility has been in the doldrums. And with many stock market analysts predicting that US equity indexes will remain range-bound in the

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