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 ...
Option pricing is calculated using the Black-Scholes model, which takes four influential factors into account: the price of an underlying stock (assuming constant drift and volatility), an option’s ...
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 ...
Options straddles and options strangles are two advanced options strategies that can be used to capitalize on changes in implied volatility (IV) and stock price volatility. Options straddles and ...
Options expiry creates volatility as traders lock profits, cut losses and reposition around large BTC and ETH contracts. Put-call ratios signal sentiment: Above 1 shows a bearish outlook, while below ...
Today we are taking a closer look at volatility -- specifically, what it means when there is an abundance or lack of volatility, as well as the two primary types of volatility each options trader must ...
The thesis for this article is already captured in the title. In the subsequent sections, I will argue why the combination of elevated P/E ratios for the overall equity market and muted level of ...
Bitcoin's BTC $94,256.37 volatility, in hibernation for much of 2025, is stirring awake, signaling a phase of heightened price swings and uncertainty. The shift is evident in Volmex's 30-day implied ...
CHICAGO--(BUSINESS WIRE)--SpiderRock Gateway Technologies (“SpiderRock”), a leader in live and historical options data and technology, introduces FLEX Option Pricing and Analytics via its MLink API.
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