May’s unexpected increase in equity market volatility, which led to big mark-to-market losses for some hedge funds, has not dented the variance swaps market, according to dealers. No volume figures on ...

The researchers note that the Black-Scholes model was developed in the 1970s to price simple call and put options, and a key point of the model was that market makers could delta hedge – cancel out ...

In this video, we explore the difference between implied and realized volatility, how the VIX reflects market expectations, and why the “rule of sixteen” helps translate volatility into daily price ...

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The VIX index has dropped sharply in recent days. The drop in the VIX seems to be too much given high yield credit spreads. Additionally, realized volatility has been rising while implied volatility ...

When most traders start out with options, they feel overwhelmed. And I get it. Options move fast. They have their own language. They’re volatile. The wrong advice can mean the difference between a ...

Cboe Global Markets announced that its new Cboe S&P 500 Variance Futures are expected to begin trading on Monday 23 September on the Cboe Futures Exchange. The new futures aim to provide market ...

Gift Article 10 Remaining As a subscriber, you have 10 articles to gift each month. Gifting allows recipients to access the article for free. Cboe Global Markets Inc. wants to give traders another way ...