Whether the financial markets are turbulent or calm, the subject of volatility has been of great interest to quants for decades. Some of the pioneering research was published in the mid-1990s, ...
CME Group's CVOL includes out of the money options to examine the inner workings of markets New upward and downward volatility features helped spot FX volatility trends in the early pandemic period ...
In opposition to S&P 500 options, the implied volatility for VIX options increases when approaching expiry, making them a very attractive hedging tool. The inverted volatility surface of VIX options ...
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