FinanceFeeds

Implied Volatility and the Crypto Market — How Forward-looking Risk Pricing Moves Bitcoin and Ethereum

Implied volatility measures how sharply the market expects an asset's price to move in the future. In crypto markets—where ...
Nasdaq

Implied Volatility Revisited - The Skew

In several recent articles for "Know Your Options" I've referred to implied volatility as it relates to the price of options that all expire at the same time. The aim has been to construct trades in ...

Single Stock Volatility Jumps To A Record Vs. The VIX Index

While macro volatility has fallen, single stock volatility has not. Average single stock volatility, as measured by the ...
Seeking Alpha

For A Different Look At Volatility, Look To The SKEW

The VIX is still near historical lows while the SKEW is near the high end of its range. Recently high-profile analysis by Oaktree's Howard Marks and JPMorgan's Marko Kolanovic may have awakened the ...

Analysis - US stock options watchers warn Wall Street's rally ripe for volatility spasms

By Saqib Iqbal Ahmed NEW YORK, June 3 (Reuters) - Wall Street's nine-week rally has pushed U.S. stock indexes to successive ...
Benzinga.com

Understanding Options: A Real-World Example On The Impact That Skew Can Have On An Options Position

The research views expressed herein are those of the author and do not necessarily represent the views of CME Group or its affiliates. All examples in this presentation are hypothetical ...
Nasdaq

Nasdaq-100 Volatility Index: VOLQ -- Deconstruct Skew to See Inflection Points

Traditional volatility indexes use nearly every out-of-the-money option listed, even those which rarely trade and have wide bid/ask spreads. The result is statistical noise which makes it difficult ...