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 ...

The volatility term structure, which plots implied volatility against different expiration dates for options on the same underlying asset, can reveal when potential catalysts are anticipated by ...

Implied volatility is the most important concept and tool in options trading. It gives you a simple metric to determine how expensive or how cheap an option is relative to other similar options. To ...

Samantha (Sam) Silberstein, CFP®, CSLP®, EA, is an experienced financial consultant. She has a demonstrated history of working in both institutional and retail environments, from broker-dealers to ...

Discover how the Cboe SKEW Index assesses market volatility and perceived tail-risk in the S&P 500, despite its limitations ...

Volatility is making a come-back. For 2013, and the first three quarters of 2014, volatility was so muted it reached levels not seen since the pre-crash levels in 2006 and 2007. Then we had the ...

This paper studies the forecasting power of uncertainty emanating from the commodities market, energy market, economic policy, and geopolitical threats to the CBOE Volatility Index (VIX). In this ...

One of the most common metrics used when trading options is the Implied Volatility Percentile. IV Percentile is a measure of implied volatility where current implied volatility is compared to the ...

OptionMetrics , the leading historical options data and analytics provider for institutional investors and academic researchers worldwide, ...