Bitcoin's BTC $71,038.77 volatility, in hibernation for much of 2025, is stirring awake, signaling a phase of heightened price swings and uncertainty. The shift is evident in Volmex's 30-day implied ...

We can see the difference between SVI and spline more clearly here. As expected, SVI curves show nice “smiles.” On the other hand, the spline follows the datapoints more closely but can go only as far ...

Stochastic volatility models have revolutionised the field of option pricing by allowing the volatility of an asset to vary randomly over time rather than remain constant. These models have ...

The volatility term structure, which plots implied volatility against different expiration dates for options on the same underlying asset, can reveal when potential catalysts are anticipated by ...

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 ...