CVI is an algorithm for constructing implied volatility surfaces that is framed as a convex optimisation problem. As such, it is suitable to be processed by modern optimisation solvers like CVXPY, ...

OptionMetrics takes a look at patterns in volatility skew within the options market and the impact of third Thursday expiration.

Implied volatility is a powerful but often misunderstood metric that plays a major role in options trading. Implied volatility doesn’t tell you what’s going to happen to an option’s price, but it ...

Option buyers should be wary when implied volatility appears to be running much higher than historical Today we are taking a closer look at volatility -- specifically, what it means when there is an ...

It is common for individual stock volatility to exceed index volatility. Diversification naturally dampens aggregate movement ...

CME Group's CVOL includes out of the money options to examine the inner workings of markets New upward and downward volatility features helped spot FX volatility trends in the early pandemic period ...

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 ...