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

Investors in Akamai Technologies, Inc. AKAM need to pay close attention to the stock based on moves in the options market ...

Investors in Aris Mining Corporation ARMN need to pay close attention to the stock based on moves in the options market ...

By Saqib Iqbal Ahmed NEW YORK, Jan 16 (Reuters) - Friday's monthly options expiration is likely to expose U.S. stocks to ...

The thesis for this article is already captured in the title. In the subsequent sections, I will argue why the combination of elevated P/E ratios for the overall equity market and muted level of ...

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 ...

United States Natural Gas Fund is rated Hold, as buy-and-hold strategies have yielded persistently negative long-term returns ...

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

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 ...