Historical volatility (HV) is a backward-looking metric that measures how much movement a stock has experienced over a set time frame. While there are several different methods by which HV can be ...
Toncoin (TON) experiences historic low volatility, signaling potential market shifts. Watch key support and resistance levels ...
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 ...
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 ...
Bitcoin ( BTC ), the largest cryptocurrency by market capitalization, hit a record-high above $109,000 on Monday, sending ...
this report is intended to give an idea of how the expected volatility in these names rank in comparison to their historical volatility (actual observed movement in the past) and point out some stocks ...
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 ...
For a rough guide as to whether implied volatility is running high, low, or right on par, an option's IV can be compared against the stock's historical volatility (HV) for a comparable time frame.
To wit, the statistics below (taken from Market Chameleon) show the IV and also historical volatility (HV) of QQQ, used here to approximate the Nasdaq 100 index. As seen, the current IV of QQQ is ...
Additionally, the company may become a target for securities class action litigation, especially if historical volatility trends continue. Such legal challenges could impose substantial costs and ...