CVI is an algorithm for constructing implied volatility surfaces that is framed as a convex optimisation problem. As such, it is suitable to be processed by modern optimisation solvers like CVXPY, ...

Implied volatilities spiked across asset classes last week as the Iran conflict escalated, with oil prices jumping over 35%.

IV spikes hint at traders to anticipate an IV crush With the new year approaching, many traders are reassessing their strategies and preparing for market conditions ahead. While implied volatility (IV ...

Bitcoin's BTC $69,483.55 volatility, in hibernation for much of 2025, is stirring awake, signaling a phase of heightened price swings and uncertainty. The shift is evident in Volmex's 30-day implied ...