Kappa measures an option's sensitivity to changes in volatility, affecting its price. Learn its definition, how it works, and how it is measured effectively.

IV spikes hint at traders to anticipate an IV crush With the new year approaching, many traders are reassessing their strategies and preparing for market conditions ahead. While implied volatility (IV ...

Investors in Intercontinental Exchange, Inc. ICE need to pay close attention to the stock based on moves in the options market lately. That is because the March 20, 2026 $85.00 Put had some of the ...

Volatility is often called the fear gauge of the options market. When fear rises, volatility spikes — option premiums get expensive, risks increase, and opportunities can shift in an instant. When ...

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 ...

Implied volatilities spiked across asset classes last week as the Iran conflict escalated, with oil prices jumping over 35%.