Tag: historical volatility

VOLATILITY IS ALWAYS STRESSFUL With lingering concerns about trade, markets sold off Monday with all three major U.S. indexes posting intraday declines of greater than...

So far in 2018, the narrative has been about volatility. Many outlets have expressed concerns regarding the magnitude of daily moves. In most circumstances,...

Realized volatility on the S&P 500 Index (INDEXSP:.INX) is approaching historically low levels; similar levels that were achieved in June 1996 and March 2007. Both...

This post was written by Craig Basinger and Derek Benedet of Richardson GMP. Behavioral Finance combines behavioral and cognitive psychology theory with conventional economics and...

What Does History Tell Us About A Low VIX, Complacency, And Stock Market Risk? Given the S&P 500’s (INDEXSP:.INX) weak performance (see A, B, and...

We hear a ton about equity markets and the volatility surrounding it. On occasions hearing how because market volatility is low that a stock...

One of the more legitimate reasons I started trading options is that I wanted the ability to adapt to changes in the market by...

The Big Picture When the market seems uncertain, it’s helpful to step back and ask yourself what participants might be thinking at different price levels...

The Big Picture: Move along everyone, there’s nothing to see here... As someone who follows the markets constantly, it’s interesting to see how the Twitter stream,...

Investors and options traders sell puts and put spreads to generate additional income or acquire stock. In many cases, traders attempt to time their...