In several recent articles for "Know Your Options" I've referred to implied volatility as it relates to the price of options that all expire at the same time. The aim has been to construct trades in ...
Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
Investopedia contributors come from a range of backgrounds, and over 25 years there have been thousands of expert writers and editors who have contributed. Thomas J Catalano is a CFP and Registered ...
Volatility futures were trading in “backwardation” in the third week of November. That is, longer-term volatility futures expiring in January and February were trading at lower values than the cash ...
Can the CME Group Volatility Index (CVOL) skew ratio offer clues to market participants’ sentiment on which way the direction of a particular futures market might trend? In our second article on CVOL, ...
The 10-year Treasury note and 30-year bond suddenly moved to their highest yields in 16 years on Oct. 3. With both intraday and historical options values available, traders can use the CVOL Index to ...
In his epic poem The Divine Comedy, Dante Alighieri combined the regional dialects of his time to create the modern Italian language, a unifying tongue that could be understood throughout the land.
U.S. markets experienced a significant shift in sentiment in March. Volatility shocks are much more pronounced in shorter-term options than longer-dated contracts. This reflects the observed behavior ...