Implied volatility is a powerful but often misunderstood metric that plays a major role in options trading. Implied volatility doesn’t tell you what’s going to happen to an option’s price, but it ...

The S&P 500 options market is currently reflecting heightened short-term anxiety, as seen through a rare condition known as backwardation in the implied volatility term structure. In this state, ...

Implied volatility is arguably the most important factor for options trading. This week, we discuss how to interpret implied volatility. We also show why you should not use implied volatility as an ...

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 ...

"3-step implied volatility" analysis for a more accurate and true mean reverting signals. Cross-market implied volatility view is telling us a dynamic story not visible from the surface. A glance at ...

Volatility is a measure of risk that is the statistical quantification of a security's possible investment returns. In short, it means large swings in price over a short period of time. Volatility in ...

Realized Volatility is a key financial metric that measures the historical price fluctuations of an asset, typically a stock, currency, or commodity, over a specific period. Unlike implied volatility, ...

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 ...

Implied volatility percentile (IVP) is a crucial metric in the world of options trading. Delve into the intricacies of IVP, its calculation and interpretation, and see how it compares to other ...