Why Implied Volatility So Low?

The implied volatility of an underlying may be low (i.e relatively lower than realised volatility of the underlying) due to … More

Bracing For August

Today is the last weekend before the start of August, a month that is traditionally known as the most treacherous month … More

Question of the day – what happens when there is a significant drop in share price volatility (over a period … More

Volatility has been relatively low for Malaysia’s FBMKLCI. Market has been directionless. Is this a temporary calmness before a major … More

Our assumed tenets about volatility and movement of stocks are as follows: 1. Volatility does not predict the direction of … More

Historical Volatility: What we know so far Analysis of historical volatility or statistical volatility shows that in rising prices, volatility … More

Since 2015, the 90-day historical volatility has been increasing for both Strait Times Index (STI) and FTSE Bursa Malaysia KL … More