dCPVolSpread · Informed trading · An, Ang, Bali, Cakici (2014)

Change in put vol minus change in call vol

Long minus short quintile portfolio, value-weighted, market-adjusted. Quarterly, 1996Q2 to 2022Q4.

Expected return · posterior mean, % per quarter
Next quarter
0.59%
95% interval −0.04% to 1.45%
Next year
0.68%
95% interval −0.03% to 1.55%
Next five years
0.95%
95% interval −0.02% to 1.90%

Cumulative market-adjusted return

+659% since 1996Q2 · log scale

Past performance, annualized

Window Mean Vol. Sharpe t
1996Q2–2022Q4 7.97% 8.11% 0.98 5.08
2018Q1–2022Q4 1.83% 7.79% 0.24 0.53
2022Q1–2022Q4 −6.27% 7.19% −0.87 −0.87

Forecast Sharpe ratio, per quarter

Horizon Mean 95% interval P(neg)
Next quarter 0.147 −0.009 – 0.359 0.03
Next year 0.169 −0.008 – 0.383 0.03
Next five years 0.233 −0.005 – 0.471 0.03
Category
Informed trading
Form
Continuous
Data
Options
Predicted sign
Negative
Original sample
1996–2011