Investors may have already felt it, but market volatility this year has been much higher than the historical average. The Wells Fargo Investment Institute, which published a chart showing historical ...
SLV IV at the 99th percentile, making covered call strategies particularly attractive for generating premium income. Read the full analysis.
Low 20-day historical volatility and outperformance is bad combination for the SPX The S&P 500 Index (SPX) has been calm lately, as measured by the 20-day historical volatility (HV). The 20-day HV ...
A look at how the COVID-19 stock market crash is affecting stocks' historical volatility What else is there to talk about but the huge swings in the stock market lately? As with most other stats I’ve ...
Two weeks ago in The VIX in the Context of Historical Volatility of the SPX, I used a chart to demonstrate how the VIX (which is essentially the implied volatility of the SPX) compares across various ...
One of the most important risk factors when trading financial assets and their derivatives is the actual and historical volatility of the underlying asset that impacts the implied volatility used to ...
Many investors shudder at the thought of volatility. But for day and swing traders, price swings are like fuel. And it’s not just short-term traders who can benefit. With a little know-how, it’s ...
With investments, volatility refers to changes in an asset's or market's price — especially as measured against its usual behavior or a benchmark. Volatility is often expressed as a percentage: If a ...