Bitcoin's BTC $86,419.09 recent double-digit rally has sparked a positive sentiment shift among crypto options traders. The leading cryptocurrency by market value has gained 13% this month, topping ...

The volatility smile is a visual representation of the implied volatilities of options contracts that expire on the same date. The appearance of a volatility smile indicates that options traders are ...

Still, the move to 2.5-week highs above $39,000 has failed to calm market fears. That's evident from a chart pattern known as the "options smile," which shows relatively higher implied volatility or ...

IN THIS week's print edition we write about the return of the Great Moderation, which my colleague discusses in more detail here. "Judged by quarter-to-quarter swings in GDP growth and month-to-month ...

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 ...

Currency Traders focus on technical patterns and price action to strategize their next trades. Yet, there is another component of analysis that provides a different diagnostic lense:sentiment.

With investments, volatility refers to changes in an asset's or market's price — especially as measured against its usual behavior or a benchmark. Volatility is often expressed as a percentage: If a ...