YTD realized volatility for broad investment grade munis is roughly 4–6%, versus 13–20%+ for major equity indices. Read more ...

Volatility in the context of stocks and indices refers to the degree of variation or fluctuation in the price of a stock or an index over time. It is a statistical measure that reflects the extent of ...

A common rule of thumb is that option implied volatility is overpriced more often than it is not. Stated in a more direct fashion, over a long period of time option sellers will be expected to profit ...

The VIX index was below 9 very briefly after last week's Federal Reserve announcement and has risen to a little over 10 right now - which actually seems expensive relative to realized volatility. I ...

XRP's 30-day annualized realized volatility has dropped to 44%, the lowest since November, indicating reduced price fluctuations. Despite the introduction of XRP futures and positive regulatory ...

Estimating the distribution of realized volatility is vital for formulating options trading strategies as well as for other portfolio risk management purposes. The main contribution of this paper is ...

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 ...

Last month, a forward-looking measure of bitcoin volatility reached its highest point of the year as the digital currency suffered a notable sell-off, falling to its lowest since early 2024. The ...

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 ...

Most investors chase returns and ignore risk. Learn how to use beta, volatility targeting, and tail-risk hedges to build an ...