Alexandre Antonov, Michael Spector and Michael Konikov describe a new parametric volatility surface that is arbitrage free, is extremely rich and flexible, and has closed-form expressions for both ...

Thirty-day implied volatility is a liquid and sensitive part of the volatility surface and is closely watched by market participants. Traditionally it has been difficult to easily see 30-day implied ...

Implied volatility shows how much movement the market is expecting in the future. Options with high levels of implied volatility suggest that investors in the underlying stocks are expecting a big ...

Implied volatility shows how much movement the market is expecting in the future. Options with high levels of implied volatility suggest that investors in the underlying stocks are expecting a big ...

Milena Vuletić’s machine learning-based volatility model – VolGan – for which she wins this year’s rising star award, very nearly didn’t get built. At one stage in the process a coding typo meant it ...

NEW YORK--(BUSINESS WIRE)--OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, announces IvyDB Global Indices 3.1. This database ...

(MENAFN- EIN Presswire) EINPresswire/ -- "Get 20% Off All Global Market Reports With Code ONLINE20 – Stay Ahead Of Trade Shifts, Macroeconomic Trends, And Industry Disruptors How Large Will The ...

Cross-asset implied volatilities were mixed and mostly little changed following Jackson Hole. The three most actively traded US broad market benchmarks decoupled from their respective volatility ...

NEW YORK--(BUSINESS WIRE)--OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, releases OptionMetrics IvyDB Europe 3.0. The update ...

Investors in Surface Oncology, Inc. SURF need to pay close attention to the stock based on moves in the options market lately. That is because the Jun 18, 2021 $12.50 Call had some of the highest ...