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 ...
Most traders lose money selling options for one simple reason: They sell premium blindly. High implied volatility looks ...
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 ...
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 ...
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, ...
“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 ...
It’s another big week of earnings with a lot of important companies due to report. This week we have Robinhood Markets (HOOD), Coinbase (COIN), Cisco Systems (CSCO), Applovin (APP), Shopify (SHOP), ...
Ideally, an option pricing model would have the following properties: it would be guaranteed to be free of arbitrage opportunities; it would provide simple (and fast) pricing and hedging formulas; it ...