The implied volatility index (VIX) calculates the future volatility that option traders expect. The VIX tends to rise as stocks decline. At such times, investors are often more aggressive in hedging ...

Thursday saw the market's largest drop in more than a year. The infamous fear index, or "the VIX," colloquially known amongst those who trade it, saw a large intraday spike of just over 14%. The index ...

The financial markets have experienced strong volume growth in the short- dated index option arena. This paper explores the performance of short-dated index options versus the subsequent price move in ...

We recently published a performance review of at-the-money (ATM) NDX straddles with between one and five days left to expiration. One finding was that consistent sellers of 3-Day, 4-Day, and 5-Day NDX ...

VIX-related ETFs offer asymmetric return potential, especially with current volatility levels well below historical averages, making long-VIX trades attractive now. Recent market calm masks ...

New statistical evidence has emerged, suggesting that bitcoin's BTC $78,416.55 market dynamics are now intricately linked to the ebb and flow on Wall Street. Recently, the 90-day correlation ...

An option gives traders the right, but not the obligation, to trade the underlying asset that it is linked to. Whether the underlying asset moves up or down in value, an options straddle is a trading ...