Historical volatility gauges the risk of securities through price dispersion. Understand its calculation and practical ...

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

Volatility influences options prices because dramatic price swings amplify gains and losses. While traders can’t look at a crystal ball to see how much volatility the market will endure, implied ...

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 ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

One of the most important risk factors when trading financial assets and their derivatives is the actual and historical volatility of the underlying asset that impacts the implied volatility used to ...

A volatility crush is the term used to describe the result of implied volatility exploding once the market opens higher or lower than where it closed the previous day. For new investors, implied ...

Bitfinex Derivatives unveils perpetual futures tied to Volmex Finance’s bitcoin and ether implied volatility indices. Users can now place bets on the degree of price turbulence in the top two ...

Fast, accurate and arbitrage-free volatility surface fitting remains a core challenge for options desks. Fabrice Deschâtres presents convex volatility interpolation (CVI), a framework that casts the ...