With respect to an option's strike (strike price), it refers to the situation where the implied volatility (volatility skew) remains...

A rule that assumes that the implied volatility for an option with a given strike price and maturity will not...

A conditional variance swap (also a corridor variance swap) in which realized volatility accrues when the underlying remains below a...

The empirical relation which exists between implied volatility and strike prices (it could be also observed between implied volatility and...

A u-shaped pattern, resembling a smile, which is formed by plotting options’ implied volatilities against exercise prices. In general, implied...

With respect to an option's strike (strike price), it refers to the situation where the implied volatility (volatility skew) remains...

With respect to an option's strike (strike price), it refers to the situation where the implied volatility (volatility skew) remains...

A situation where the implied volatility (volatility skew) remains unchanged (i.e., it sticks) for any given delta or moneyness. Options...

A situation where the implied volatility (volatility skew) remains unchanged (i.e., it sticks) for any given delta or moneyness. Options...

A situation where the implied volatility (volatility skew) remains unchanged (i.e., it sticks) for any given moneyness. In other words,...