Featuring Stacey Gilbert and Sean Heron, CFA
Portfolio Managers, Derivatives for Glenmede Investment Management
Recorded June 30, 2020
As uncertainty weighs on investors, GIM’s derivatives team examines the relationship between volatility and the volatility risk premium. Derivatives Portfolio Managers Sean Heron, CFA, and Stacey Gilbert review seven basic truths about volatility as well as what the options market is saying about probabilities for year-end S&P 500 results. They also explain how put-write strategies could capture the volatility risk premium while contributing some downside protection.