The spike shows traders rushing for protection, though implied volatility is not yet at extreme levels versus the past year.
The price of XRP XRP $1.9042 is likely to swing wildly over the next week, rising or falling more than 10% during Crypto Week on Capitol Hill, the token's implied volatility indicates. Volmex ...
Implied volatility shows how much movement the market is expecting in the future. Options with high levels of implied volatility suggest that investors in the underlying stocks are expecting a big ...
Implied volatilities were mixed across asset classes last week as the risk of a looming government shutdown weighed on sentiment despite better-than-expected economic data. As we approach earnings, ...
If you ask most investors how risky corporate bonds are compared to government bonds, or to compare emerging market stocks vs. domestic stocks, you’ll find that most investors have a sense of the ...
Implied volatility shows how much movement the market is expecting in the future. Options with high levels of implied volatility suggest that investors in the underlying stocks are expecting a big ...
While overall levels of implied volatility remain muted across asset classes, what stands out is the even lower levels of realized volatility. The divergence between the RTY-SPX and QQQ-SPX vol ...
We can see the difference between SVI and spline more clearly here. As expected, SVI curves show nice “smiles.” On the other hand, the spline follows the datapoints more closely but can go only as far ...
IV spikes hint at traders to anticipate an IV crush With the new year approaching, many traders are reassessing their strategies and preparing for market conditions ahead. While implied volatility (IV ...