While overall levels of implied volatility remain muted across asset classes, what stands out is the even lower levels of ...

In investing, volatility refers to the short-term fluctuations in share prices, while risk is the potential for a permanent loss of capital. If you’re a sailor on a ship, the waves (volatility ...

Stochastic volatility model combining Heston vol model and CIR++ Fitting the implied volatility surface is generally a complicated affair. Here, Claudio Pacati, Roberto Renò and Manola Santilli ...

The volatility surface For interest rate swaptions, implied volatility is the variation expected in swap rates. Gamma refers to the one-month to one-year (1m-1y) expiry part of the volatility surface.

Investors in Surface Oncology, Inc. SURF need to pay close attention to the stock based on moves in the options market lately. That is because the Jun 18, 2021 $12.50 Call had some of the highest ...

A drop off in European volumes executed on systematic internalisers (SI) during volatility last year signals a changing approach to risk by traders, a big xyt survey has found. According to big xyt’s ...