Page 5 - Implied Volatility News Today

(Bloomberg) -- The yen may have slumped to within a whisker of levels that saw Japan intervene in the currency market last year, but options traders see little need to prepare for a jolt from authorities in Tokyo.Most Read from BloombergRussia Calls Emergency Key Rate Meeting as Ruble PlungesHollywood Studios Offer Writers a New Deal With Push From Netflix, Iger to End StrikeRussia’s Emergency Rate Hike Fails to Lift Ruble After CrashS&P 500 Drops Below Key Level in Late-Day Slide: M...

One of the most iconic books on business out there is Sam Walton Made in America. As you finish the book, you get the following takeaways. Sam Walton was extremely consistent, committed to his customers and had alway an eye on price. He was obsessed with getting the best deal for his customer. 

Bitcoin's resurgence past $30,000 rattles short sellers and triggers profit-taking. Whales go long yet again, and Implied Volatility declines.

​​​​​​​Academic discusses option pricing, path-dependent volatility and tackling FIFA’s statistical bias

MUFG Securities quant uses variational inference to control the mid volatility of options

The Deribit Bitcoin Volatility Index has reached its lowest level in the last two years, indicating minimal price changes in the short term.

The VIX is typically used to measure short-term investor sentiment, but many also use the index as a foundation for active investing strategies. The Cboe Volatility Index – frequently referred to by its ticker symbol, VIX – is a real-time measure of implied volatility on the benchmark S&P 500 Index (SPX). Not only is the VIX used as a quick gauge of short-term investor sentiment, it's also the basis of many active investing strategies, from portfolio hedging to directiona...

CZR's recent highs come amid historically low implied volatility (IV)

Indian markets will be influenced by banking stocks, foreign fund flows, global trends, auto and metal stocks, active IPOs, and stocks trading ex-dividend in the upcoming week. The Sensex and Nifty 50 ended the previous week with gains of 2.5-3%.

Nifty can face a hurdle around 19,200 on the back of more call writing compared to put writing. However, option activity at 19,200 Strike will provide cues about Nifty Intra-day direction on Monday, says Ashwin Ramani, Derivatives & Technical Analyst, SAMCO Securities.