It stands for volatility risk premium; the premium that corresponds to volatility risk; it is the compensation for bearing the...

The premium that corresponds to volatility risk; it is the compensation for bearing the price volatility risk of a financial...

The risk to the value of an asset, an investment, or a portfolio (e.g., a portfolio of options), that arises...

The price movement that is experienced by a security, commodity, or market, usually rising and falling sharply within a short...

The price movement that is experienced by a security, commodity, or market, usually rising and falling sharply within a short...

The volatility of a stock (a tradable stock) that is measured to quantify the likelihood of a change in its...

The transfer/ transmission of volatility or instability from a market to another market, or from a sector to another. It...

A put ratio backspread which involves selling higher strike put options and buying a bigger number of lower strike puts…

A vertical spread strategy which benefits from both high and low volatilities. However, the strategy is naturally bullish. In essence,…

A set of greeks that measure the sensitivity of an option's value (also a warrant's value) to one of the...