While the VIX index ended last week unch’d at 14.5%, there were notable changes underneath the index surface. Read more here.
Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.
The grinding market price action over the past trading week is mainly attributable to seasonal year-end implied volatility selling during the holiday-shortened trading week. The one thing the rally is ...
The U.S. stock market is poised to be kept on edge next year as investors are caught between fear of missing out on the artificial-intelligence rally and concern that it’s a bubble just waiting to ...
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 ...
With stocks rebounding after a softer-than-expected inflation report, expected volatility is falling. The Cboe Volatility Index — also known as "Wall Street's fear gauge" — measures expected near-term ...
Implied volatility shows how much movement the market is expecting in the future. Options with high levels of implied volatility suggest that investors in the underlying stocks are expecting a big ...
This week, several major companies will be reporting earnings. Among them are Salesforce (CRM), CrowdStrike Holdings (CRWD), Marvell (MRVL), Snowflake (SNOW), ChargePoint Holdings (CHPT). Claim 60% ...
Forbes contributors publish independent expert analyses and insights. I cover the intersection of people, risk, leadership and performance. As business leaders and boards set their sights on 2026 ...
TOPSHOT - Traders are concerned as market volatility is on a whipsaw. (Photo by CHARLY TRIBALLEAU / AFP) (Photo by CHARLY TRIBALLEAU/AFP via Getty Images) What an absolutely wild few days in the ...