The volatility of U.S. stocks has significantly decreased, and traders are profiting from it
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The volatility of the US stock market has significantly decreased, with the Volatility Index (VIX) falling below 13, the lowest since July. Traders are profiting by shorting put options on the S&P 500 index, with the Sharpe ratio of the options strategy rising to 19 points. The assets under management of derivative income funds have reached $260 billion, while the assets under management of ETFs with options selling strategies amount to $95 billion. A Goldman Sachs report indicates that options traders can profit $10 billion for every 1% movement in the S&P 500 index, providing additional support to the market
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