Fast, accurate and arbitrage-free volatility surface fitting remains a core challenge for options desks. Fabrice Deschâtres ...

Bitcoin’s BTC $95,487.85 implied volatility (IV) has moved from 33 to 37 on Monday, a notable uptick from multi-year lows and a possible signal that the market’s long stretch of calm is nearing an end ...

While overall levels of implied volatility remain muted across asset classes, what stands out is the even lower levels of realized volatility. The divergence between the RTY-SPX and QQQ-SPX vol ...

Among the most challenging aspects of the options market is that the ecosystem is structured as a multiverse. Rather than being viewed as an abstract battle of wits between bulls and bears, it’s ...

Implied volatilities were mixed across asset classes last week as the risk of a looming government shutdown weighed on sentiment despite better-than-expected economic data. As we approach earnings, ...

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 ...

Ethereum [ETH] traded at $2,065 at press time, positioning the price just above the $2,000 volatility cluster that has ...

We can see the difference between SVI and spline more clearly here. As expected, SVI curves show nice “smiles.” On the other hand, the spline follows the datapoints more closely but can go only as far ...