The Dec (17) 2021 Put option strike 3.400 is trading at 170, with a 32.90% implied volatility.

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The Dec (17) 2021 Put option strike 3.400 is trading at 170, with a 32.90% implied volatility. If you have a portfolio of US equities, and you are worried of a sharp correction in the market, would you buy this option?

How much has the SPX to drop before making money on you put option?

Related Book For answer-question

Fundamentals Of Investing

ISBN: 9780135175217

14th Edition

Authors: Scott B. Smart, Lawrence J. Gitman, Michael D. Joehnk

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Posted Date: Jun 10, 2023 02:52 AM

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The Dec (17) 2021 Put option strike 3.400 is trading at 170, with a 32.90% implied volatility.

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Fundamentals Of Investing

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