Source: QuikStrike (USCY, TYCY, TUCY) The Box and Whisker plots in Figure 2 demonstrate greater variance of convexity at the shorter end (two year) of the U.S. Treasury yield curve, vs the 30-year.

An unusual development in the futures market is signaling heightened investor unease, even as the stock market remains historically calm.

Furthermore, if the EGARCH model estimate of 15.13% proves to be accurate, options theory tells us that one could purchase an ATM options straddle at 14.4% volatility level and dynamically scalp ...

Since its creation, many financial institutions have adopted variants of the autoregressive conditional heteroskedasticity (ARCH) model to forecast time series volatility.

As volatility comes back into the conversation, the WisdomTree CBOE S&P 500 PutWrite Strategy Fund (PUTW), which tracks Cboe’s PutWrite Index (PUT Index) could be a great instrument for ...

The rise in volatility has been very gradual amid a market slump that had one-day price action like there is no tomorrow. Meanwhile the VIX Index’s future curve isn’t suggesting lasting stress ...

For the VIX futures curve, time has healed all wounds. The enormous spread between front and second-month VIX futures contracts, which are tied to the Cboe Volatility Index, was a barometer of ...

LONDON (Reuters) - Uncertainty about the outcome of Thursday's general election has raised the cost of guarding against erratic moves in sterling and the options market indicates that volatility ...

Volatility smiles should never occur based on standard Black-Scholes option theory, which normally requires a completely flat volatility curve. The first notable volatility smile was seen ...