multiply the daily volatility by the square root of 5, or the number of trading days in a week. Using the formula '=SQRT(5)*D13' indicates that the weekly volatility is 1.46%. You can also ...

Volatility calculation involves the standard deviation of returns, significant for options on futures strips. Key findings are powered by ChatGPT and based solely off the content from this article.

The Chicago Board of Options Exchange Volatility Index, or VIX, is a gauge for stock market volatility and investor sentiment. It’s important to point out that the VIX measures implied ...

Each metric receives a specific weight in the final calculation. For example, when prices drop sharply, volatility spikes and social media activity increases, the index shifts toward "fear." ...

I've heard this for over a decade. Let's take a quick look at Bitcoin's volatility. Volatility is a statistical measure that captures the variability of returns. There are many different such ...

Beta measures the volatility of a security or a portfolio relative to a market benchmark. Beta, represented by the Greek lowercase letter β, is also used in the formula for the weighted average ...

At expiration, VIX options are cash-settled based on the Special Opening Quotation (SOQ), a calculation of SPX options' implied volatilities. Bullish on Volatility: Buy a VIX call if you expect a ...