Bitcoin’s 30-day realized volatility has fallen to the 1st percentile of its entire history, a condition that has preceded ...

“A simple mean reversion model can provide effective signals for option strategies even when trading costs are included,” she says. In a study released on Monday, Commerzbank shows that prior to the ...

Bitcoin (BTC) eyed $95,000 into the Feb. 23 weekly close as signs pointed to a major BTC buy-in by business intelligence firm Strategy. Despite the dust still settling on the event, Bitcoin managed to ...

Bitcoin's BTC $89,558.82 volatility meltdown continues as the cryptocurrency remains stagnant, with slow price action between $110,000 and $120,000. The cryptocurrency's 30-day implied volatility, as ...

Implied volatility shows how much movement the market is expecting in the future. Options with high levels of implied volatility suggest that investors in the underlying stocks are expecting a big ...

Volatility in Nasdaq-listed shares in bitcoin-holder MicroStrategy is now tracked at 2.5 times that of bitcoin. The milestone may spook most market participants but means increased income potential ...

Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.