Volatility influences options prices because dramatic price swings amplify gains and losses. While traders can’t look at a crystal ball to see how much volatility the market will endure, implied ...

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 ...

In Know Your Options, I tend to mention Implied Volatility quite often. I’m sure most readers already understand the general idea that options with high IVs are expensive and options with low IVs are ...

We can see the difference between SVI and spline more clearly here. As expected, SVI curves show nice “smiles.” On the other hand, the spline follows the datapoints more closely but can go only as far ...

Fabrice Deschâtres, founder of Volptima and a former Goldman Sachs quant, has developed convex volatility interpolation (CVI), an algorithm to build implied volatility surfaces by framing the fit as a ...

A volatility crush is the term used to describe the result of implied volatility exploding once the market opens higher or lower than where it closed the previous day. For new investors, implied ...

Volatility is largely endogenous, being rough and path dependent, driven by leverage effects and Zumbach trend effects. Cross‑asset effects are strong: trends in the E‑mini futures strongly influence ...

Volatility modeling is no longer just about pricing derivatives—it's the foundation for modern trading strategies, hedging precision, and portfolio optimization. Whether you're trading gold futures, ...

The ability to compute exotic greeks is important in explaining profit and loss statements, but what is the best way to calculate them effectively? In a virtual talk for the Bloomberg Quant (BBQ) ...

Bitcoin’s BTC $76,444.20 implied volatility (IV) gauge has climbed to a 2.5-month high, consistent with the seasonal trends. Volmex's bitcoin implied volatility index, BVIV, which represents the ...