Volatility is important for position sizing, determining risk, calculating stops and profit-targets, and rebalancing portfolios. Average true range is a useful measure for position sizing in futures ...

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 ...

Low 20-day historical volatility and outperformance is bad combination for the SPX The S&P 500 Index (SPX) has been calm lately, as measured by the 20-day historical volatility (HV). The 20-day HV ...

Volatility across major asset classes is currently sitting at unusually low levels. While volatility is often viewed as a broad measure of risk in financial markets, its role has evolved significantly ...

Today we are taking a closer look at volatility -- specifically, what it means when there is an abundance or lack of volatility, as well as the two primary types of volatility each options trader must ...

Stock market volatility refers to how much a stock's price moves up and down over time. Picture a stock swinging from $50 to $80 and then plummeting back to $30 in a few weeks. That stock has high ...

One of the major factors that influences the price of an option is implied volatility (IV). In simplest terms, implied volatility is the anticipated movement of an underlying equity over a certain ...