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 ...

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 ...

Traders are forcing macro risk through metals rather than crypto, with silver volatility spiking on physical tightness while ...

Implied volatility is at multi-year lows as holiday trading suppresses premiums, but rising realized volatility hints at a ...

Major averages ended last week in the green as the S&P 500 (SP500) made gains and realized volatility which is a measure of investor sentiment showed signs of improvement. PriceVol, an indicator that ...

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 ...

The public equity markets so far in 2020 can be described in one word: volatile. The year began with an emerging pandemic which altered how we live, work, and invest. Now, we face upcoming ...

Trading XRP (XRP) and solana (SOL) felt twice as bumpy as bitcoin (BTC) in 2025, dashing hopes of market maturation beyond ...

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 ...

The Invesco S&P 500 Low Volatility ETF (NYSE Arca:SPLV) presents a compelling exchange-traded fund (ETF) for investors ...

Bitcoin (BTC) eyed $95,000 into the Feb. 23 weekly close as signs pointed to a major BTC buy-in by business intelligence firm Strategy. Despite the dust still settling on the event, Bitcoin managed to ...