May’s unexpected increase in equity market volatility, which led to big mark-to-market losses for some hedge funds, has not dented the variance swaps market, according to dealers. No volume figures on ...

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 ...

Implied volatilities spiked across asset classes last week as the Iran conflict escalated, with oil prices jumping over 35%.

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The researchers note that the Black-Scholes model was developed in the 1970s to price simple call and put options, and a key point of the model was that market makers could delta hedge – cancel out ...

When most traders start out with options, they feel overwhelmed. And I get it. Options move fast. They have their own language. They’re volatile. The wrong advice can mean the difference between a ...

How to profit from an IV crush with options strategies Understanding IV (implied volatility) Crush is crucial for options traders because it is a key component of option pricing. In this article, we ...

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 ...

Cboe Global Markets announced that its new Cboe S&P 500 Variance Futures are expected to begin trading on Monday 23 September on the Cboe Futures Exchange. The new futures aim to provide market ...

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 ...