LONDON/NEW YORK (Reuters) - As world markets catch their breath after a week of turmoil, investors are concerned that a new era of heightened volatility could eventually lead to a second wave of ...
One of the most important risk factors when trading financial assets and their derivatives is the actual and historical volatility of the underlying asset that impacts the implied volatility used to ...
Vineer Bhansali and Lawrence Harris have written a scholarly paper on what they call the "extraordinary growth of short volatility strategies" since late 2010. A lot of people and institutions seem to ...
OptionSellers, LJM, Catalyst are among the prominent fund managers currently facing litigation for their large option losses. Retail investors regularly lose their savings by shorting options as well.
The S&P/B3 Ibovespa VIX will measure the 30-day volatility of options from Brazil's equities benchmark Bovespa, the companies said in a joint statement. Volatility indexes measure the so-called ...
Chicago Board Options Exchange today launched a Standard & Poor’s 500 three-month volatility index, a VIX Premium Strategy index and the Capped VIX Premium Strategy index, said CBOE spokeswoman Debbie ...
SAO PAULO, March 19 (Reuters) - Brazilian exchange operator B3 and S&P Dow Jones Indices on Tuesday launched the first volatility index of Brazil's domestic market, to be calculated based on the ...