Options, whether used to ensure a portfolio, generate income, or leverage stock price movements, provide advantages over other financial instruments. Several variables influence an option's price or ...

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 ...

Volatility, which refers to the propensity of a security's price to move higher or lower, has several key concepts within the realm options trading. Implied volatility (IV) heavily influences the ...

Options traders tracking implied volatility shifts know that macroeconomic releases drive market expectations well before the numbers hit. March 7th stands out as a key event-driven expiration, with ...

Emerging Markets Finance & Trade, Vol. 55, No. 13, Special Issue: Symposium: Chinese Derivatives Markets (2019), pp. 2997-3022 (26 pages) We extract the short-, medium-, and long-term factors from the ...

With the S&P 500 Index (SPX) hitting new all-time highs recently, the Cboe Volatility Index (VIX ) has dropped to its lowest level since mid-February. This isn't unexpected, as the VIX tends to move ...