Volatility arbitrage is a trading strategy that aims to profit by exploiting differences between forecasted and implied ...
From an investment perspective, volatility is typically discussed in two broad categories: historical volatility and implied ...
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 ...
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 ...
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 ...