Two days ago, in The Rule of 16, the VIX at 40, I discussed the Rule of 16 in terms of translating the (annualized) VIX number into expectations for future daily realized volatility in the S&P 500 ...

A common rule of thumb is that option implied volatility is overpriced more often than it is not. Stated in a more direct fashion, over a long period of time option sellers will be expected to profit ...

Major averages ended last week in the green as the S&P 500 (SP500) made gains and realized volatility which is a measure of investor sentiment showed signs of improvement. PriceVol, an indicator that ...

The VIX index was below 9 very briefly after last week's Federal Reserve announcement and has risen to a little over 10 right now - which actually seems expensive relative to realized volatility. I ...

Investors Alley Lead Options Analyst Jay Soloff shares how he is evaluating the current levels volatility is trading at and the factors driving market volatility today. Soloff also talks about his ...

Last month, a forward-looking measure of bitcoin volatility reached its highest point of the year as the digital currency suffered a notable sell-off, falling to its lowest since early 2024. The ...

CHICAGO & AMSTERDAM--(BUSINESS WIRE)--Optiver, a leading global market maker, announces the launch of its first data science competition. Hosted in partnership with Kaggle, the world’s largest data ...