Implied Volatility

TSLA reports earnings Tuesday, July 23rd, after the market closes. Analysts estimate earnings growth with $0.60 EPS on $24.19b revenue.

Analyst projections for 8 major bank stocks reporting Q1 earnings this week, plus key stats and historical performance from the last five years announcements.

This study examines the Black-Scholes-Merton model's flexibility in calculating expected value. We explore how this formula allows us to calculate probabilities and expected values in multiple ways, and we’ll compare the different methods to show why Option Alpha uses historical volatility.

What is the "personality" of your favorite ticker? Do you know what the bid-ask spread of the specific underlyings you trade should resemble? Learn about bid-ask spread expectations here.

Here is a trading strategy to take advantage of volatility skew in options pricing.

Learn how to profit from big moves with the long straddle option strategy.

Here is everything you need to know for trading options around earnings, including what strategies to consider and how to analyze market data to help you make the best decisions.

Option sellers prefer high volatility. But it is important to consistently enter trades in all market conditions. Here are three (actually four!) long options strategies to use when volatility is low.

Learn everything you need to know about iron condors (especially the secrets nobody tells you). Here is the essential information to help you set up the strategy and what to do if the position moves against you.