It is common for individual stock volatility to exceed index volatility. Diversification naturally dampens aggregate movement ...
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 ...
NEW YORK--(BUSINESS WIRE)--OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, releases OptionMetrics IvyDB Europe 3.0. The update ...
The Nasdaq-100 is a very different index than the S&P500. It is technology dominant, excludes financials by design, and is historically underweight in many of the old economy stocks in the energy and ...
NEW YORK--(BUSINESS WIRE)--OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, announces IvyDB Global Indices 3.1. This database ...
When stocks make big moves, volatility spikes. Understanding how to capitalize on volatility using options can give you a trading edge. Every time you take an options position, you are taking a ...
This analysis is by Bloomberg Intelligence Chief Global Derivatives Strategist Tanvir Sandhu. It appeared first on the Bloomberg Terminal. The bond market selloff brings interest rates volatility into ...
The placid surface of an equity market that’s treaded water for months is masking dramatic swings underneath, as stock moves whipsaw traders and threaten more turbulence ahead. Though the S&P 500 ...