Implied volatility shows how much movement the market is expecting in the future. Options with high levels of implied volatility suggest that investors in the underlying stocks are expecting a big ...
CME Group’s volatility index CVOL, is a suite of implied 30-day forward volatility indices measuring 30-day forward volatility across all option strike prices of key futures markets. Higher convexity ...
The fixings will be of most interest in the market for cash-settled forward volatility agreements, but also can be applied to volatility trading funds, volatility indexes and hybrid instruments.