Low 20-day historical volatility and outperformance is bad combination for the SPX The S&P 500 Index (SPX) has been calm lately, as measured by the 20-day historical volatility (HV). The 20-day HV ...

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Although implied volatility cannot be measured directly, it can be calculated using an options pricing model such as the Black-Scholes equation. Historical volatility is calculated based on the ...

Risk Disclosure: Trading in financial instruments and/or cryptocurrencies involves high risks including the risk of losing some, or all, of your investment amount, and may not be suitable for all ...

In addition, a stock's or index's volatility can change over time, which challenges the assumption of a constant statistical distribution of returns. While performing historical volatility ...

Volatility has a specific technical meaning in finance theory. The daily historical volatility of any price series -- whether spot prices or strip prices -- is equal to the standard deviation of ...

"While 2008 and 2020 brought us more volatility, Monday (August 5) was historic in the sense that we’ve never seen the VIX (VIX) move >40 points in one day, not even close," Goldman said.

At the moment, its average implied volatility (IV) comes in at 78.15%. While that’s lower than the historical volatility (HV) of 128.29%, the market still anticipates significant movement for ...

Everyone is waiting for the next big breakout or breakdown before allocating again. Compressed historical volatility tells us that it’s right around the corner. One of the concerning dynamics in the ...

Despite optimism about a crypto-friendly regulatory shift, wealth advisor Peter Hughes, founder of Evolve Investing, said investors need to stay mindful of Bitcoin's historical volatility.

The WEBs Defined Volatility SPY ETF (DVSP) and the WEBs Defined Volatility QQQ ETF (DVQQ), which started trading last week, ...

The S&P 500 Index (SPX) has been calm lately, as measured by the 20-day historical volatility (HV). The 20-day HV reading has slipped into the lowest quintile of readings since 1950, as indicated ...