This project analyzes volatility smiles for FX options, equity index options (SPY), and commodity options (Gold) using option chain data from Yahoo Finance. The volatility smile represents the ...

This project has not set up a SECURITY.md file yet.

Incorporating game theory into your corporate tech stack can provide valuable insights into decision-making and behavior ...

Volatility modelling is a topic that continues to fascinate and frustrate quantitative finance experts, as Risk.net ’s ...

TORONTO, ONTARIO / ACCESS Newswire / February 13, 2025 / Smile Digital Health, a global leader in delivering secure, ...

What effect should this be expected to have on oil price volatility? What, if anything, can we infer from the last eighteen months of oil production and price behavior? What can we learn from the ...

while longer-dated volatility smiles maintain a bullish bias towards out-of-the-money (OTM) calls, continuing a trend seen since the election. ETH Options Maintain Bullish Momentum – Trading ...

Bitcoin’s return above $100K has reinstated a bullish call-skew in shorter-tenor volatility smiles. However, the term structure inversion seen during earlier rallies in December has not repeated, ...

Bitcoin (BTC), the largest cryptocurrency by market capitalization, hit a record-high above $109,000 on Monday, sending both implied volatility and realized volatility to the highest levels since ...