The S&P 500 options market is currently reflecting heightened short-term anxiety, as seen through a rare condition known as backwardation in the implied volatility term structure. In this state, ...
The S&P 500 options market is flashing signs of unusual short-term anxiety. Traders have bid up the prices of near-term options so much that the implied volatility for options expiring in the next ...
The spread between the forward-looking, 30-day implied volatility indexes for ether (ETH DVOL) and bitcoin (BTC DVOL) flipped positive in April on dominant crypto options exchange Deribit. Since then, ...
ProShares Ultra VIX Short-Term Futures ETF offers an opportunity for tactical risk-seeking investors, portfolio hedgers, and traders to act on front-month volatility. We think front-month volatility ...
While overall levels of implied volatility remain muted across asset classes, what stands out is the even lower levels of realized volatility. The divergence between the RTY-SPX and QQQ-SPX vol ...
Investors seeking to hedge against abrupt market shocks have received little comfort this year from volatility-linked exchange-traded products. The VIX, Wall Street’s so-called “fear gauge,” has been ...