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 ...

XRP volatility surges to its highest since March 2025 as whales accumulate 1.3B tokens, signaling a major market shift ahead.

10-day realized volatility hits its lowest since just before Bitcoin's price fell to $3,100 in late 2018, sparking fresh bearish fears. Bitcoin (BTC) could be heading for a repeat of its late-2018 ...

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 public equity markets so far in 2020 can be described in one word: volatile. The year began with an emerging pandemic which altered how we live, work, and invest. Now, we face upcoming ...

TSLY review: why YieldMax’s TSLA covered-call ETF underperforms, keeps downside risk, and faces weaker vol premium.

Bitcoin (BTC) eyed $95,000 into the Feb. 23 weekly close as signs pointed to a major BTC buy-in by business intelligence firm Strategy. Despite the dust still settling on the event, Bitcoin managed to ...

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 ...

Estimating the distribution of realized volatility is vital for formulating options trading strategies as well as for other portfolio risk management purposes. The main contribution of this paper is ...