Top Tweets for #RealizedVolatility
30D #RealizedVolatility at 42.5% โ market quieting down with less leverage and thinner volumes ๐๐ด. Low liquidity making price sensitive to small flows with no clear trend emerging ๐ช.
1M #VolRiskPremium near zero โ historically an attractive entry point for volatility buyers โก๏ธ๐ฏ๐
Our recently accepted paper in the Journal of Empirical Finance is now published and can be downloaded for free with this link:
https://t.co/mLXZb2mCK6
#IESEGResearch #machinelearning #finance #realizedvolatility
The dance of realized volatility measured across various time frames for the past 1 year.
#Nifty #Volatility #OptionsTrading #RealizedVolatility
i let you guess where i bought those dpx calls
Taking in account volatility when buying is key
๐
@dopex_io #realizedvolatility #impliedvolatility #dpx @ImpDao
Kevin Davitt gives us a market update and talks #RealizedVolatility, #Straddle, $SPX, $VIX, #Earnings, and #CPI.
#ChitChaRt | Episode 25 : Market Review by @ap_pune & Tracking #ImpliedVolatility & #RealizedVolatility (Historic Volatility) by @Raghunath_TL.
Watch Episode : https://t.co/bkT42G8vIZ
#OPSTRA #TradePoint #Definedge #NoiselessCharts
Q: What is Realized Volatility?
A: Realized volatility refers to the measure of daily changes in the price of a security over a particular period of time. It assumes the daily mean price to be zero in order to provide movement regardless of direction.
#realizedvolatility
Realized Volatility within FX, Equities, Fixed Income & Oil reaches an all-time high. #Macrobond #realizedvolatility
Over the past week, BTC/USD realized volatility rose rather dramatically from 52 percent to around 72 percent. @skewdotcom #C2CX #BTC #USD #realizedvolatility
In the short-term, the realized volatility of the #cryptocurrency jumped up. According to Skew, #Bitcoin's 10-day realized volatility reached a high of 73 percent. @skewdotcom #C2CX #crypto #BTC #realizedvolatility
ๆฅ็ตVIใใ ใใฉใๆฅ็ตๅนณๅใฎ #RealizedVolatility ใๅนด็30๏ผ
่ถ
ใใฆๆฅใใช๐ฑ
ใชใผใใณใทใงใใฏใๆฑๆฅๆฌๅคง้็ฝๆๆฐดๆบใใใฏใฏใใใซไฝใใใฉ
https://t.co/anaPEvEVPR
Neither!
High #ImpliedVolatility and High #RealizedVolatility, both simply cause of uncertainty of #Budget2020
#OptionsTrading #OptionsPricing
#EventTrading
Which one is correct?
a) IV's are high so price is Volatile?
b) Price is volatile so IV's went high?
#seriously #markets #NF #BNF #Options
Taking stock for the Monday trade.
Nifty #RealizedVolatility over last 20 days is 33% over the Current #ImpliedVolatility for Sep Series.
Current $Nifty HV/IV = 1.33
Take them short volatility trades with care.
#Volatility #Trading
@arpit_shah101 @GreeksPoint @alok_dharia If IVR or IVP is not too high and your strategy depends on that, then simply stay away from the trade.
Especially in this environment, you don't want to sell #volatility when the realized volatility is so much higher than implied.
#Impliedvolatility #realizedvolatility
Volatility Spillovers Arising from the Financialization of Commodities https://t.co/qCu13UgNEQ #commoditymarkets; #commodities; #financialization; #volatilityspillover; #volatility; #ETFs; #speculative; #crudeoil; #metals; #indexinvestment; #futuresmarkets; #realizedvolatility
@apeksha02 @alok_dharia It is not only a directional trade but also on #volatility.
At an entry of #impliedvolatility of 14, my expectation of #realizedvolatility through to december is obviously higher than that.
The shock and dump of #impliedVolatility post election results can create interesting situations where #realizedvolatility stays above the shocked IV.
#volatility #trading
#VolatilitysEdge is where #impliedvolatility overstates #RealizedVolatility.
For a number of Liquid underlyings in India this just doesn't play out yet.
#OptionsTrading
This is the kind of #ImpliedVolatility that I would gladly sell on the $BankNifty.
It matches with the true moves of this concentrated index.
#ATR #realizedvolatility https://t.co/pcbXCGmnKB
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