Despite a recent uptick to a more normal level near 16, the Cboe Volatility Index has averaged around just 12.8 over the past 30 trading days as of July 18, indicating relative calm in U.S. equities.

US stock markets have delivered a trading bonanza for investors betting on dispersion – a complex derivatives strategy that profits from share prices heading in different directions – after a ...

Dispersion trading has experienced a significant surge in popularity in 2024. Once reserved for only the most sophisticated trading desks due to its complexity, this strategy has now gained broader ...

Toppish entry levels have done little to temper investors’ enthusiasm for equity dispersion strategies, which bet on swings in single stocks outpacing index volatility. “We quoted more dispersion in ...

Stock-sector correlation and dispersion are dropping just as earnings season heats up. That’s good news for investors who prefer a deep dive into sectors or individual companies — and who want to ...