Volatility arbitrage is a trading strategy that aims to profit by exploiting differences between forecasted and implied ...

Today we are taking a closer look at volatility -- specifically, what it means when there is an abundance or lack of volatility, as well as the two primary types of volatility each options trader must ...

Investors in American Eagle Outfitters, Inc. AEO need to pay close attention to the stock based on moves in the options market lately. That is because the Feb. 20, 2026 $2.00 Call had some of the ...

Investors in ANI Pharmaceuticals, Inc. ANIP need to pay close attention to the stock based on moves in the options market lately. That is because the Apr 17, 2026 $55.00 Call had some of the highest ...

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

“A simple mean reversion model can provide effective signals for option strategies even when trading costs are included,” she says. In a study released on Monday, Commerzbank shows that prior to the ...

VIX ETFs use futures to track market volatility, not direct VIX numbers, suitable for tactical trades. Contango and high fees can erode long-term returns in VIX ETFs; they're best for short-term ...

Option buyers should be wary when implied volatility appears to be running much higher than historical Today we are taking a closer look at volatility -- specifically, what it means when there is an ...