Discover how the Cboe SKEW Index assesses market volatility and perceived tail-risk in the S&P 500, despite its limitations ...

In several recent articles for "Know Your Options" I've referred to implied volatility as it relates to the price of options that all expire at the same time. The aim has been to construct trades in ...

Implied volatilities jumped across asset classes last week as markets grappled with rising US-Iran tensions, higher bond ...

The research views expressed herein are those of the author and do not necessarily represent the views of CME Group or its affiliates. All examples in this presentation are hypothetical ...

There are a variety of pre-trade and derivatives trading tools that help examine market sentiment and formulate options strategies. This analysis explores such tools using the September 2024 Hong Kong ...

While macro volatility has fallen, single stock volatility has not. Average single stock volatility, as measured by the ...

Treasury options traders began pricing the 2-year yield risk to the downside and 10 and 30-year to the upside beginning in July With both intraday and historical options values available, traders can ...

Traditional volatility indexes use nearly every out-of-the-money option listed, even those which rarely trade and have wide bid/ask spreads. The result is statistical noise which makes it difficult ...