Volatility arbitrage is a trading strategy that aims to profit by exploiting differences between forecasted and implied ...
Low volatility is a widely follow investment factor and it can be argued that in the nearly five years since the PowerShares S&P 500 Low Volatility Portfolio (PowerShares Exchange-Traded Fund Trust II ...
Most days, the stock market doesn’t see big moves higher or lower. Generally, indexes like the S&P 500 gain or lose less than 1% a day. But from time to time, the market experiences significant price ...
In Know Your Options, I tend to mention Implied Volatility quite often. I’m sure most readers already understand the general idea that options with high IVs are expensive and options with low IVs are ...
The Black-Scholes model remains the 2026 gold standard for pricing trillions in derivatives. It uses five key data points: stock price, strike, time, interest rates, and volatility. This math-heavy ...
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