Investor sentiment in the options market is extremely pessimistic:


The 3-month call/put option spread for the S&P 500 index has risen to around 0.50, nearing the highest level in 3 years.
The call-put spread index measures the relative expensiveness of put options compared to call options, with higher values indicating greater investor concern.
For comparison, the average deviation between call and put options for a single stock over 3 months has increased to about 0.15, the highest since August.
Moreover, the 1-month deviation of the S&P 500 index has risen to approximately 0.53, the highest since the 2022 bear market.
This figure is close to the levels recorded during the pandemic crash in 2020, around ~0.56.
Is Wall Street becoming too pessimistic?
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