Realized Volatility is a key financial metric that measures the historical price fluctuations of an asset, typically a stock, currency, or commodity, over a specific period. Unlike implied ...
While the implied volatility refers to the market's assessment of future volatility, the realized volatility measures what actually happened in the past. The measurement of the volatility depends ...
the spread between two-month 50-delta implied volatility and adjusted realized one-month volatility, the ratio of two-month over six-month 50-delta implied volatility, ratio of two-month 50-delta ...
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 ...
"So you're getting a scenario set up here where implied vol[atility], or the cost of buying protection, has come in, yet at the same time, we've seen realized volatility move up," he explains.
Bitcoin (BTC), the largest cryptocurrency by market capitalization, hit a record-high above $109,000 on Monday, sending both implied volatility ...