It’s the biggest week of the quarter for earnings this week with plenty of big names set to report. This week we have Tesla ...
Volatility arbitrage is a trading strategy that aims to profit by exploiting differences between forecasted and implied ...
The thesis for this article is already captured in the title. In the subsequent sections, I will argue why the combination of elevated P/E ratios for the overall equity market and muted level of ...
The combination of greater accessibility, better education and highly unpredictable markets makes options an essential part ...
By Saqib Iqbal Ahmed NEW YORK, Jan 16 (Reuters) - Friday's monthly options expiration is likely to expose U.S. stocks to ...
United States Natural Gas Fund is rated Hold, as buy-and-hold strategies have yielded persistently negative long-term returns ...
Nearly $2.3 billion in Bitcoin and Ethereum options expire as traders brace for volatility reset, strike magnets, & ...
Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.
Earnings season is starting to slow down, but we still have a few big names reporting including Walmart (WMT), Deere (DE) and Home Depot (HD). Before a company reports earnings, implied volatility is ...
Stochastic volatility models have revolutionised the field of option pricing by allowing the volatility of an asset to vary randomly over time rather than remain constant. These models have ...
Newmont (NEM) might not be the most exciting gold play out there but as the mining sector juggernaut, its robust performance ...