Implied volatility (IV) is a market's forecast that is often used to help traders determine the correct trading strategies and set prices for option contracts.
Learn how option premiums are determined by factors like stock price, time to expiration, and volatility. Master the basics ...
Stochastic volatility models have revolutionised the field of option pricing by allowing the volatility of an asset to vary randomly over time rather than remain constant. These models have ...
This post may contain links from our sponsors and affiliates, and Flywheel Publishing may receive compensation for actions taken through them. There’s an old saying that volatility brings opportunity.
IV crush explained in simple terms. Understand how implied volatility drops affect options pricing and how to calculate the ...
Volatility, which refers to the propensity of a security's price to move higher or lower, has several key concepts within the realm options trading. Implied volatility (IV) heavily influences the ...
Monte Carlo simulations have become a cornerstone in quantitative finance, particularly in the pricing of complex options and in modelling volatility dynamics. This numerical method employs random ...
The rising volatility suggests a potential return to levels seen before the launch of BTC exchange-traded funds, which dampened volatility. Bitcoin’s (BTC) price volatility has surged over the last ...
The S&P 500 options market is flashing signs of unusual short-term anxiety. Traders have bid up the prices of near-term options so much that the implied volatility for options expiring in the next ...
A snapshot of the top strategies to make money from a highly volatile market Heading into the new year, traders expecting more volatile markets may want to refresh their approach. Discover the top ...
Options expiry creates volatility as traders lock profits, cut losses and reposition around large BTC and ETH contracts. Put-call ratios signal sentiment: Above 1 shows a bearish outlook, while below ...
Bitcoin’s (BTC) price volatility has surged over the last two months, signaling a potential return to options-driven price action that sparks large market moves in both directions. Bitcoin’s implied ...