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 ...
Warning: A key part of the options market you may be relying on is no longer working. I’m talking about the fact that implied ...
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 ...
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 ...
“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 ...
The Greeks (which include delta, gamma, theta, vega, and rho) provide a way to measure the sensitivity of an option's price ...
A snapshot of the top strategies to make money from a highly volatile market Heading into the new year, traders expecting more volatile markets may want to refresh their approach. Discover the top ...