SLV IV at the 99th percentile, making covered call strategies particularly attractive for generating premium income. Read the full analysis.
The 20-day historical volatility (HV) has fallen below 6% for the first time in over a year This week, I’m examining two volatility measures on the S&P 500 Index (SPX). The 20-day historical ...
Bitcoin’s 30-day realized volatility has fallen to the 1st percentile of its entire history, a condition that has preceded ...
Samantha (Sam) Silberstein, CFP®, CSLP®, EA, is an experienced financial consultant. She has a demonstrated history of working in both institutional and retail environments, from broker-dealers to ...
The -1x Short VIX Futures ETF offers inverse exposure to short-term implied equity volatility, indirectly targeting the volatility premium through shorting VIX futures. SVIX has historically ...
The implied volatility of Bitcoin has remained unusually elevated even as the equity-market gauge of fear, the S&P 500 Volatility Index, has receded to its usual levels. Data show Bitcoin’s 30-day ...
Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.