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 ...

Implied volatility (IV) is a market's forecast that is often used to help traders determine the correct trading strategies ...

Bitcoin’s (BTC) price experienced sharp fluctuations in December after failing to hold above $100,000, but according to ARK ...

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 ...

The strategists expect equity volatility to be supported in 2026 primarily because asset bubbles tend to get more unstable as ...

The CBOE Volatility Index came on the scene in the 1990s as a way for investors to track expected risk in the market going forward. We found that, on average, the market overestimated volatility by ...

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 ...

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 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 ...