Quick Read Silver’s 30-day realized volatility surged into the mid-50% range while Bitcoin’s compressed to the mid-40s in ...
Historical volatility (HV) is a backward-looking metric that measures how much movement a stock has experienced over a set time frame. While there are several different methods by which HV can be ...
Low 20-day historical volatility and outperformance is bad combination for the SPX The S&P 500 Index (SPX) has been calm lately, as measured by the 20-day historical volatility (HV). The 20-day HV ...
SLV IV at the 99th percentile, making covered call strategies particularly attractive for generating premium income. Read the ...
Stock market volatility surged to historic levels, with the VIX spiking as much as 172% on Monday. Bank of America strategist Savita Subramanian expects more volatility ahead. Subramanian said ...
This week, I’m examining two volatility measures on the S&P 500 Index (SPX). The 20-day historical volatility (HV) has fallen below 6% for the first time in over a year, meaning the index has been ...
Investors may have already felt it, but market volatility this year has been much higher than the historical average. The Wells Fargo Investment Institute, which published a chart showing historical ...
A massive two-day sell-off that created historic volatility in U.S. markets swept across Asia and Europe on Tuesday, and investors are now faced with several key questions: What caused this market ...
To get a handle on how volatile stocks are right now, take a look at a chart of the S&P 500 on Friday. Sixteen different times the index reversed ground and swung 1%, en route to the biggest rally in ...
A near 40% decline in volatility this week suggests the stock market has more room to the upside, according to Fundstrat. The volatility decline was likely sparked by extreme de-leveraging due to the ...