The volatility smile is a visual representation of the implied volatilities of options contracts that expire on the same date. The appearance of a volatility smile indicates that options traders are ...

Bitcoin's BTC $86,419.09 recent double-digit rally has sparked a positive sentiment shift among crypto options traders. The leading cryptocurrency by market value has gained 13% this month, topping ...

Still, the move to 2.5-week highs above $39,000 has failed to calm market fears. That's evident from a chart pattern known as the "options smile," which shows relatively higher implied volatility or ...

In opposition to S&P 500 options, the implied volatility for VIX options increases when approaching expiry, making them a very attractive hedging tool. The inverted volatility surface of VIX options ...

Stochastic volatility models have revolutionised the field of option pricing by allowing the volatility of an asset to vary randomly over time rather than remain constant. These models have ...