Learn about the Black-Scholes model, how it works, and how its formula helps estimate fair option prices by weighing ...

Earnings season kicks into gear this week with banks and tech stocks taking center stage. This week we have Bank of America, ...

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 ...

SLV IV at the 99th percentile, making covered call strategies particularly attractive for generating premium income. Read the ...

Earnings season is starting to die down a little, which may come as a relief for some after last week’s market carnage. This week, we only have a few key companies reporting including Alibaba (BABA), ...

Learn how option expiries in Bitcoin and Ether derivatives markets can cause price swings that catch inexperienced traders off guard. Options expiry creates volatility as traders lock profits, cut ...

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

Bitcoin’s 30-day realized volatility has fallen to the 1st percentile of its entire history, a condition that has preceded ...

ZIM Integrated Shipping Services Ltd.: takeover and regulation risks amid muted implied volatility. Click for this updated ...

Earnings season is starting to slow down, but we still have a few big names reporting including Walmart (WMT), Deere (DE) and Home Depot (HD). Before a company reports earnings, implied volatility is ...

Option pricing is calculated using the Black-Scholes model, which takes four influential factors into account: the price of an underlying stock (assuming constant drift and volatility), an option’s ...