The -1x Short VIX Futures ETF offers inverse exposure to short-term implied equity volatility, indirectly targeting the volatility premium through shorting VIX futures. SVIX has historically ...
Bitcoin’s 30-day realized volatility has fallen to the 1st percentile of its entire history, a condition that has preceded ...
VIXY and other long-VIX ETFs are unattractive now due to elevated implied volatility and persistently low realized volatility, eroding margin of safety. The volatility risk premium has risen, with ...
IV spikes hint at traders to anticipate an IV crush With the new year approaching, many traders are reassessing their strategies and preparing for market conditions ahead. While implied volatility (IV ...
Samantha (Sam) Silberstein, CFP®, CSLP®, EA, is an experienced financial consultant. She has a demonstrated history of working in both institutional and retail environments, from broker-dealers to ...
Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.