Blogs about: Implied Volatility
Featured Blog
Paper: Opciones sobre ETFs y Volatilidad Implicita
The Implied Volatility of ETF and Index Options Abstract: We examine the option-implied volatility of the three most liquid ETFs (Diamonds, Spiders, and Cubes) and their respective tracking indices (… more →
Quantitative Finance Club
Don't Quote Me, Vol. 554
— 1 comment
wrote 1 week ago: “I’m not religious at all. I think faith is something that gives you strength. I believe … more →
Paper: Opciones sobre ETFs y Volatilidad Implicita
wrote 2 weeks ago: The Implied Volatility of ETF and Index Options Abstract: We examine the option-implied volatility … more →
Bought some panic today..
wrote 3 weeks ago: One more DMK wicket is down from cabinet after Mr. Dayanidhi Maran resigned as Textile minister toda … more →
Volatility smile
wrote 1 month ago: As option trader, the most crucial thing one has to observe is Implied Volatility (IV). When IV of a … more →
Finanzas 101: FX risk reversal
wrote 1 month ago: Debido al aumento de volatilidad en el Forex, un concepto interesante para aprender es el Risk Rever … more →
Sun TV follow up
wrote 1 month ago: Yesterday, I sold some more puts in Sun TV – two 180 put, one 200 put. My returns from these p … more →
Benefit from Sun TV drastic fall
wrote 1 month ago: As option writer, I love the kind of events that happened in Sun TV last week. As the news broke out … more →
First post
wrote 1 month ago: I have been writing options for quite some time. Writing or selling options is quite risky since you … more →
Invertir en Volatilidad
wrote 2 months ago: Schaeffers Research tiene un post donde analiza un trabajo de Morningstar donde compara dos portfoli … more →
Gráfico du Jour: VIX y su numerología...baja
wrote 3 months ago: (Fuente: Barrons*) ________________________ *: Esta fuente, tiene un buen debate sobre el VIX. Y Con … more →
Fun & Finance: capítulo 7, Volatilidad
wrote 3 months ago: En esta septima entrega -y gracias a los escenarios virtuales- Gaston visita a Leo. Quien le explica … more →
QuantLib, the Greeks and other useful option-related values
— 1 comment
wrote 5 months ago: In this post, we provide the reader with a C++/QuantLib code that computes the most common option se … more →
Report card
— 1 comment
wrote 6 months ago: Here’s the comparative performance over the past year for four effectively pure play mol names … more →
Implied Volatility
wrote 6 months ago: Volatility Tracker – Australian Stock Option Implied Volatility, Market Data & Trade Ranki … more →
Volatilidad a la VIX
wrote 6 months ago: A partir de hoy, la CBOE aplicara la metodología utilizada en el VIX a opciones de ciertas acciones … more →
Finanzas 101: VIX
wrote 9 months ago: No es el primer post que linkeamos explicando el VIX, pero creo tampoco sera el ultimo. En este caso … more →
Paper: Volatilidad implícita y poder predictivo
wrote 10 months ago: Do Implied Volatilities Predict Stock Returns? Abstract: Using a complete sample of US equity option … more →
Paper: Instrumentos de volatilidad como hedge
wrote 11 months ago: Using Volatility Instruments as Extreme Downside Hedges Abstract: “Long volatility” is thought to be … more →
Hedgeate un black swan...
— 1 comment
wrote 1 year ago: Risk.Net tiene un post donde introduce un nuevo desarrollo de CBOE: un instrumento que permite tomar … more →
