One-month EURCHF implied volatility fell more the 16 vols from the close of trading on Friday to 8%, while one-week vols were being quoted at one stage yesterday as wide as 10/18, have settled at 8%, ...
The bitcoin (BTC) bull run since October last year has seen mostly quiet weekends, but that's about to change, according to a key metric. At press time, bitcoin's "implied volatility term structure" ...
The S&P 500 options market is currently reflecting heightened short-term anxiety, as seen through a rare condition known as backwardation in the implied volatility term structure. In this state, ...
Treasury options traders began pricing the 2-year yield risk to the downside and 10 and 30-year to the upside beginning in July With both intraday and historical options values available, traders can ...
The pound fell to its lowest level in six weeks against the dollar on Wednesday as new legislation by the British government on the country's post-Brexit plans stoked fears of a derailment of trade ...
Bitcoin (BTC) defied expectations for significant volatility in August, trading within a range. As market dynamics indicate a continued low-volatility regime in the near term, 10x Research highlights ...
Certain financial instruments provide information on expectations of future interest rate movements. One relatively new instrument is yield curve options, which allow investors to take financial ...
1-month sterling implied volatility hit its highest levels in nearly 5 months, at 10.4%, forcing the entire options curve to invert. The pound fell to $1.2919, its lowest level since July 29, and down ...