Investors in Akamai Technologies, Inc. AKAM need to pay close attention to the stock based on moves in the options market ...
Volatility arbitrage is a trading strategy that aims to profit by exploiting differences between forecasted and implied ...
Expand Energy (EXE) deserves a closer inspection, if only because it represented one of the few names that have weathered the ...
By Saqib Iqbal Ahmed NEW YORK, Jan 16 (Reuters) - Friday's monthly options expiration is likely to expose U.S. stocks to ...
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 ...
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 ...
The combination of greater accessibility, better education and highly unpredictable markets makes options an essential part ...
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 ...
Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.