Implied volatility is at multi-year lows as holiday trading suppresses premiums, but rising realized volatility hints at a ...
The Invesco S&P 500 Low Volatility ETF (NYSE Arca:SPLV) presents a compelling exchange-traded fund (ETF) for investors ...
Bitcoin (BTC) could be heading for a repeat of its late-2018 sell-off, data warns as realized volatility reaches almost three-year highs. Uploading fresh charts on July 6, on-chain analyst Skew drew ...
Implied volatility (IV) is a market's forecast that is often used to help traders determine the correct trading strategies ...
Estimating the distribution of realized volatility is vital for formulating options trading strategies as well as for other portfolio risk management purposes. The main contribution of this paper is ...
A common rule of thumb is that option implied volatility is overpriced more often than it is not. Stated in a more direct fashion, over a long period of time option sellers will be expected to profit ...
The VIX index was below 9 very briefly after last week's Federal Reserve announcement and has risen to a little over 10 right now - which actually seems expensive relative to realized volatility. I ...
Virtus AlphaSimplex Managed Futures Fund returned 4.86 percent as volatility declined in the third quarter. Review the full ...
The strategists expect equity volatility to be supported in 2026 primarily because asset bubbles tend to get more unstable as ...