Tale of Two Volatilities, Part 2 Download PDF February Volatility If 2017 was “the best of times,” then February 2018 was “the worst of times”—at least in the volatility markets. During the first [...]
Tale of Two Volatilities, Part 1 Download PDF January 2018 Volatility It may seem an eternity ago, but at the end of 2017 everyone was wondering why there was such a lack of volatility [...]
Where Is the Volatility? Download Here Examining the Current Low Volatility Environment With all of the volatile political events happening domestically and internationally, the low market volatility over the past few years has [...]
Greek Lessons: Gamma Explained Download PDF The last of the “Big 5” Greeks we will be looking at is Gamma. The Greek philosopher Heraclitus once stated, “The only thing that is constant is [...]
Part of our on-going effort to provide options-related education, this post examines the impact of interest rate changes on options pricing.