Learn about the volatility ratio indicator's meaning, calculation method, and its significance for traders. Find out how this tool identifies breakout signals effectively.
Implied volatility (IV) is a market's forecast that is often used to help traders determine the correct trading strategies and set prices for option contracts.
The crypto world's hallmark is its notorious volatility, where prices can wildly swing in short timeframes. For traders, not just navigating but capitalizing on this volatility is a linchpin of ...
After Black Monday in 1987, options implied volatilities started to display a ‘smile’ in relation to different strike prices, which models at the time could not capture. In 1994, two solutions were ...
Ever since the seminal contributions of Bruno Dupire (1994) and Emanuel Derman and Iraj Kani (1994), who independently developed a discrete-time binomial tree version of the same result, it has been ...