Volatility arbitrage is a trading strategy that aims to profit by exploiting differences between forecasted and implied ...

Earnings season ramps up this week with some big names set to report. This week we have Netflix (NFLX), Intel (INTC), Johnson ...

Investors in Ares Commercial Real Estate Corporation ACRE need to pay close attention to the stock based on moves in the ...

Friday's monthly options expiration is likely to exposeU.S. stocks to greater swings in either direction in coming days, ...

Learn about the Black-Scholes model, how it works, and how its formula helps estimate fair option prices by weighing ...

SLV IV at the 99th percentile, making covered call strategies particularly attractive for generating premium income. Read the full analysis.

The thesis for this article is already captured in the title. In the subsequent sections, I will argue why the combination of elevated P/E ratios for the overall equity market and muted level of ...

Join us for an insightful webinar where our hosts will dive into the current state of the cryptocurrency market—exploring key ...

Earnings season is starting to slow down, but we still have a few big names reporting including Walmart (WMT), Deere (DE) and Home Depot (HD). Before a company reports earnings, implied volatility is ...

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 ...

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 ...