A common rule of thumb is that option implied volatility is overpriced more often than it is not. Stated in a more direct fashion, over a long period of time option sellers will be expected to profit ...

WTPI uses cash-secured puts on the S&P 500 to generate income, but low VIX premiums weaken returns and it lags the index. See ...

The VIX index was below 9 very briefly after last week's Federal Reserve announcement and has risen to a little over 10 right now - which actually seems expensive relative to realized volatility. I ...

Estimating the distribution of realized volatility is vital for formulating options trading strategies as well as for other portfolio risk management purposes. The main contribution of this paper is ...

Bitcoin's realized volatility has fallen to 17.2%, one of its lowest levels in recent months. Multiple Bitcoin analysts have ...

Risk Disclosure: Trading in financial instruments and/or cryptocurrencies involves high risks including the risk of losing some, or all, of your investment amount, and may not be suitable for all ...