Fast, accurate and arbitrage-free volatility surface fitting remains a core challenge for options desks. Fabrice Deschâtres ...

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 ...

Among the most challenging aspects of the options market is that the ecosystem is structured as a multiverse. Rather than being viewed as an abstract battle of wits between bulls and bears, it’s ...

Implied volatilities were mixed across asset classes last week as the risk of a looming government shutdown weighed on sentiment despite better-than-expected economic data. As we approach earnings, ...

Bitcoin's BTC $66,341.72 volatility indexes are still declining, mirroring those of the S&P 500, bringing a price stability that weakens the case for a year-end rally, according to one analyst. BTC's ...

We can see the difference between SVI and spline more clearly here. As expected, SVI curves show nice “smiles.” On the other hand, the spline follows the datapoints more closely but can go only as far ...