The low-volatility premium may be the most compelling anomaly in financial markets - less risky securities outperform their riskier counterparts over the long term. Since the low volatility factor ...

Volatility is a measure of risk that is the statistical quantification of a security's possible investment returns. In short, it means large swings in price over a short period of time. Volatility in ...

Volatility is a statistical measure of the amount an asset’s price changes during a given period of time. It has become a popular way of assessing how risky an asset is – the higher the level of ...

As new traders flood the market, a return to the basics may help novices understand the fundamentals of options trading. Volatility, for example, refers to the propensity of a security's price to move ...

October’s stock-market volatility is a crime in search of a motive. That’s because there is no apparent reason why the U.S. stock market should be more volatile in October than in September. Absent ...

The stock market was "volatile" in the early days of the COVID-19 pandemic. It was "volatile" again, to a lesser degree, ahead of the 2020 U.S. presidential election. Maybe you've heard about the ...

NEW YORK, Feb. 5, 2018 — A trader works at the New York Stock Exchange in New York, the United States, on Feb. 5, 2018. U.S. stocks closed sharply lower on Monday, with the Dow plummeting 4.60 percent ...

Vega neutral offers options traders a way to hedge against changes in implied volatility, reducing risk and enhancing trading strategies for a balanced approach.

An article co-authored by GSEM Professor Tony Berrada, along with Jerome Detemple and Marcel Rindisbacher, examines how COVID-19 and related health policies triggered unprecedented market volatility, ...

The S&P 500 options market is flashing signs of unusual short-term anxiety. Traders have bid up the prices of near-term options so much that the implied volatility for options expiring in the next ...