Two days ago, in The Rule of 16, the VIX at 40, I discussed the Rule of 16 in terms of translating the (annualized) VIX number into expectations for future daily realized volatility in the S&P 500 ...
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 state of realized volatility cooled in recent weeks as investors await the latest rate decision this week by chairman Jerome Powell and the Federal Reserve. Levels in volatility regarding the ...
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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 ...
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CHICAGO & AMSTERDAM--(BUSINESS WIRE)--Optiver, a leading global market maker, announces the launch of its first data science competition. Hosted in partnership with Kaggle, the world’s largest data ...
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 ...