Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Volatility is a term used to refer to the variation in a trading price over time. The broader the scope of the price variation, the higher the volatility is considered to be. For example, a security ...
Implied volatility percentile (IVP) is a crucial metric in the world of options trading. Delve into the intricacies of IVP, its calculation and interpretation, and see how it compares to other ...
Volatility can spark new opportunity. Discover how you can take advantage of fast-moving markets, with tools to help you find the right trade. Trade over 17,000 markets, including the VIX and the EU ...
Roula Khalaf, Editor of the FT, selects her favourite stories in this weekly newsletter. On the back of intervention by central banks the returns across a range of asset classes are the least volatile ...
This study examines the Chicago Board Option Exchange Volatility Index (VIX) and its options. The VIX is the implied volatility calculated from short-term option prices on the Standard & Poor’s 500 (S ...
We examine how well implied volatility forecasts future stock market volatility. If markets are efficient and the option pricing model is correct, the implied volatility calculated from option prices ...
Low volatility exchange traded funds (ETFs) have grown popular with investors in recent years due to their low price tags and promise to cushion portfolios against the most dramatic market drops. But ...
Roula Khalaf, Editor of the FT, selects her favourite stories in this weekly newsletter. On paper, it’s genius. The plan is simple: borrow for zero interest with a convertible, buy bitcoin, and pay ...
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