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 ...

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 ...

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 ...

In this video, we explore the difference between implied and realized volatility, how the VIX reflects market expectations, and why the “rule of sixteen” helps translate volatility into daily price ...

Last month, a forward-looking measure of bitcoin volatility reached its highest point of the year as the digital currency suffered a notable sell-off, falling to its lowest since early 2024. The ...

Volatility is a fascinating topic primarily because change is constant, but the rate of change is not. This year has been fraught with adjustments in capital markets. The most significant changes have ...

Bitcoin (BTC), the largest cryptocurrency by market capitalization, hit a record-high above $109,000 on Monday, sending both implied volatility and realized volatility to the highest levels since ...

Risk Disclosure: Trading in financial instruments and/or cryptocurrencies involves high risks including the risk of losing some, or all, of your investment amount, and may not be suitable for all ...

Risk Disclosure: Trading in financial instruments and/or cryptocurrencies involves high risks including the risk of losing some, or all, of your investment amount, and may not be suitable for all ...