Learn about the volatility smile, a key concept in options trading that perplexes many investors, and how it impacts options ...

Earnings season is starting to slow down now, which may come as a welcome relief for some. However, we do still have some important companies due to report with Walmart (WMT), Alibaba (BABA), Newmont ...

Stochastic volatility models have revolutionised the field of option pricing by allowing the volatility of an asset to vary randomly over time rather than remain constant. These models have ...

It’s the biggest week of the quarter for earnings this week with plenty of big names set to report. This week we have Tesla (TSLA), Microsoft (MSFT), Apple (AAPL), Meta Platforms (META), UnitedHealth ...

Option pricing is calculated using the Black-Scholes model, which takes four influential factors into account: the price of an underlying stock (assuming constant drift and volatility), an option’s ...

With “liquidity expansion stall” becoming a working consensus, pricing power tends to migrate away from macro beta and towards relative winners and losers.

CHICAGO--(BUSINESS WIRE)--SpiderRock Gateway Technologies (“SpiderRock”), a leader in live and historical options data and technology, introduces FLEX Option Pricing and Analytics via its MLink API.

The thesis for this article is already captured in the title. In the subsequent sections, I will argue why the combination of elevated P/E ratios for the overall equity market and muted level of ...

The UTLY ETF capitalizes on volatility with options strategies to deliver weekly cash payouts. Investors should understand the benefits and drawbacks of ULTY before considering a share position.

Volatility, which refers to the propensity of a security's price to move higher or lower, has several key concepts within the realm options trading. Implied volatility (IV) heavily influences the ...

Options traders tracking implied volatility shifts know that macroeconomic releases drive market expectations well before the numbers hit. March 7th stands out as a key event-driven expiration, with ...