Most traders lose money selling options for one simple reason: They sell premium blindly. High implied volatility looks ...
“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 ...
Vega neutral offers options traders a way to hedge against changes in implied volatility, reducing risk and enhancing trading strategies for a balanced approach.
Volatility is the key ingredient why we trade in Equity. Traders will not get any returns out of an asset if it is not volatile. Volatility, being so important to the characteristic of equities, is a ...
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 ...
WeWork India has launched its IPO. Will the flotation be able to ride the growth wave in the flexible workspace industry? Options give us liberty to trade our bullish and bearish views at a premium ...
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 ...
The S&P 500 options market is currently reflecting heightened short-term anxiety, as seen through a rare condition known as backwardation in the implied volatility term structure. In this state, ...
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 ...