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 ...

We can see the difference between SVI and spline more clearly here. As expected, SVI curves show nice “smiles.” On the other hand, the spline follows the datapoints more closely but can go only as far ...

Learn about the volatility smile, a key concept in options trading that perplexes many investors, and how it impacts options ...

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 ...

Implied volatility shows how much movement the market is expecting in the future. Options with high levels of implied volatility suggest that investors in the underlying stocks are expecting a big ...

Stochastic volatility models have revolutionised the field of option pricing by allowing the volatility of an asset to vary randomly over time rather than remain constant. These models have ...

J.P. Morgan analysts put together a list of stocks that have cheap implied volatility according to their scoring percentage. Bram Kaplan, head of Americas Equity Derivatives Strategy at J.P. Morgan, ...

Bitcoin’s BTC $67,453.21 implied volatility (IV) gauge has climbed to a 2.5-month high, consistent with the seasonal trends. Volmex's bitcoin implied volatility index, BVIV, which represents the ...

The ability to compute exotic greeks is important in explaining profit and loss statements, but what is the best way to calculate them effectively? In a virtual talk for the Bloomberg Quant (BBQ) ...