The VIX index isn't the only forward implied volatility index. There are other indexes of different time frames ranging from 9 days to 1 year. They are called VIX9D, VIX3M, VIX6M, VIX1Y. Because of ...
The Standard Deviation is the basic metric to measure volatility. However, the Standard Deviation is an absolute measurement, not a relative measurement. To compare the volatility of two or more data ...
First, the Expected Move. The Expected Move is the amount that options traders believe a stock price will move up or down. It can serve as a quick way to see where real-money option traders are ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
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 stock market was "volatile" in the early days of the COVID-19 pandemic. It was "volatile" again, to a lesser degree, ahead of the 2020 U.S. presidential election. Maybe you've heard about the ...
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