Volatility arbitrage is a trading strategy that aims to profit by exploiting differences between forecasted and implied ...
Today we are taking a closer look at volatility -- specifically, what it means when there is an abundance or lack of volatility, as well as the two primary types of volatility each options trader must ...
Polymarket has launched new prediction markets tied to Volmex's bitcoin and ether 30-day implied volatility indices.
Bitcoin’s 30-day realized volatility has fallen to the 1st percentile of its entire history, a condition that has preceded every relevant price move in the past. This level of compression represents a ...
India’s foreign exchange reserves stood at about 687.26 billion in the portfolio (as of December 12, 2025). That is a good cushion, but the rupee does not stand still — at times it is quite volatile — ...
Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.
“A simple mean reversion model can provide effective signals for option strategies even when trading costs are included,” she says. In a study released on Monday, Commerzbank shows that prior to the ...
Option buyers should be wary when implied volatility appears to be running much higher than historical Today we are taking a closer look at volatility -- specifically, what it means when there is an ...