The Predictive Power of S&P 500 Option Prices and the Stock Market Crash of 2008-2009

James M Sfiridis^*

Associate Professor of Finance, Department of Finance, Box 1041F, University of Connecticut, Storrs, CT. 06269-1041, USA

^*Corresponding Author: James M Sfiridis, Associate Professor of Finance, Department of Finance, Box 1041F, University Of Connecticut, Storrs, CT. 06269-1041, USA, Tel: (860)486-3360 Email: