Across most asset classes, historical data show a strong association between high volatility and falling prices. Read more here.
The grinding market price action over the past trading week is mainly attributable to seasonal year-end implied volatility selling during the holiday-shortened trading week. The one thing the rally is ...
Pair traders hunting for an edge might want to focus on a little-known gauge tied to bitcoin BTC $66,763.91 and the S&P 500. That gauge is the spread between Volmex’s BVIV – the 30-day implied ...
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 ...