One of the major factors that influences the price of an option is implied volatility (IV). In simplest terms, implied volatility is the anticipated movement of an underlying equity over a certain ...

Volatility arbitrage is a trading strategy that aims to profit by exploiting differences between forecasted and implied ...

IV spikes hint at traders to anticipate an IV crush With the new year approaching, many traders are reassessing their strategies and preparing for market conditions ahead. While implied volatility (IV ...

If you ask most investors how risky corporate bonds are compared to government bonds, or to compare emerging market stocks vs. domestic stocks, you’ll find that most investors have a sense of the ...

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, ...

“A simple mean reversion model can provide effective signals for option strategies even when trading costs are included,” she says. In a study released on Monday, Commerzbank shows that prior to the ...

Pfizer faces significant revenue pressure from patent expirations and declining COVID vaccine sales, with at most flat growth prospects over the next five years. A base case Fair value estimate ...