Investors understand intuitively that some stocks are riskier than others. The capital asset pricing model attempts to quantify the common perception of risk using a term called beta. By understanding ...

Bitcoin began its journey as an esoteric whitepaper published in the hinterlands of the World Wide Web in 2008. Bitcoin’s relative volatility rankings had higher peaks compared to the crash triggered ...

Option buyers should be wary when implied volatility appears to be running much higher than historical Today we are taking a closer look at volatility -- specifically, what it means when there is an ...

Find out why volatility plays a key role in the valuation of awards based on total shareholder returns. Volatility is a measure of how much the price of a security, such as a share of stock, changes ...

Despite a recent uptick to a more normal level near 16, the Cboe Volatility Index has averaged around just 12.8 over the past 30 trading days as of July 18, indicating relative calm in U.S. equities.

Pair traders hunting for an edge might want to focus on a little-known gauge tied to bitcoin BTC $90,861.51 and the S&P 500. That gauge is the spread between Volmex’s BVIV – the 30-day implied ...

There is no single measure of implied volatility for FX markets, unlike those that exist for the S&P500 or for US interest rates. To fill the gap, banks build their own proprietary indices, such as ...