Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.

President Trump's new tariffs coincided with significant market volatility, with the S&P 500 experiencing its worst drop since 2020, followed by a dramatic rebound. Predicting tariff impacts is ...

The volatility term structure, which plots implied volatility against different expiration dates for options on the same underlying asset, can reveal when potential catalysts are anticipated by ...

Samantha (Sam) Silberstein, CFP®, CSLP®, EA, is an experienced financial consultant. She has a demonstrated history of working in both institutional and retail environments, from broker-dealers to ...

Wells Fargo's Head of Macro Strategy, Michael Schumacher, said in an interview that volatility is low across various markets.

The cryptocurrency market, known for its dynamic nature and rapid price fluctuations, is influenced by numerous factors. One often overlooked element is the existence and behavior of dormant Bitcoin ...

Investors who are exhausted by Wall Street’s recent volatility might find comfort in the old adage that you should “sell in May and go away.” As the name suggests, it essentially recommends unloading ...

The S&P 500 options market is currently reflecting heightened short-term anxiety, as seen through a rare condition known as backwardation in the implied volatility term structure. In this state, ...

The crypto markets have been battered over the past several weeks with Bitcoin sinking from six-figure highs to the low-$80Ks, more than a trillion dollars wiped from crypto’s total market cap and ...