The 20-day historical volatility (HV) has fallen below 6% for the first time in over a year This week, I’m examining two volatility measures on the S&P 500 Index (SPX). The 20-day historical ...

Across most asset classes, historical data show a strong association between high volatility and falling prices. Read more here.

The grinding market price action over the past trading week is mainly attributable to seasonal year-end implied volatility selling during the holiday-shortened trading week. The one thing the rally is ...

Pair traders hunting for an edge might want to focus on a little-known gauge tied to bitcoin BTC $67,471.98 and the S&P 500. That gauge is the spread between Volmex’s BVIV – the 30-day implied ...