VIXY and other long-VIX ETFs are unattractive now due to elevated implied volatility and persistently low realized volatility, eroding margin of safety. The volatility risk premium has risen, with ...
XRP's 30-day annualized realized volatility, a measure of how volatile prices have been over the past four weeks, recently dropped to 44%, the lowest since early November, according to data source ...
The Black-Scholes model remains the 2026 gold standard for pricing trillions in derivatives. It uses five key data points: stock price, strike, time, interest rates, and volatility. This math-heavy ...