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  2. IVX - Wikipedia

    en.wikipedia.org/wiki/IVX

    IVX is the abbreviation of Implied Volatility Index and is a popular measure of the implied volatility [1] of each individual stock. [2] IVX represents the cost level of the options for a particular security and comparing to its historical levels one can see whether IVX is high or low and thus whether options are more expensive or cheaper.

  3. List of largest daily changes in the S&P 500 Index - Wikipedia

    en.wikipedia.org/wiki/List_of_largest_daily...

    While the S&P 500 was first introduced in 1923, it wasn't until 1957 when the stock market index was formally recognized, thus some of the following records may not be known by sources. [ 1 ] Largest daily percentage gains [ 2 ]

  4. List of largest daily changes in the Nasdaq Composite

    en.wikipedia.org/wiki/List_of_largest_daily...

    Largest intraday percentage gains. An intraday percentage gain is defined as the difference between the previous trading session's closing price and the intraday high of the following trading session. The closing percentage change denotes the ultimate percentage change recorded after the corresponding trading session's close.

  5. How implied volatility works with options trading

    www.aol.com/finance/implied-volatility-works...

    If the market expects a major price movement in the stock, implied volatility will be high. This increased volatility makes the option more valuable since there’s a higher probability of the ...

  6. With Recent Volatility for the S&P 500 and Nasdaq, Should You ...

    www.aol.com/recent-volatility-p-500-nasdaq...

    Dec. 18 was a big down day in the stock market with the Nasdaq Composite (NASDAQINDEX: ^IXIC) falling 3.6% and the S&P 500 (SNPINDEX: ^GSPC) tumbling 2.9%. The main catalyst for the sell-off was ...

  7. Volatility (finance) - Wikipedia

    en.wikipedia.org/wiki/Volatility_(finance)

    A higher volatility stock, with the same expected return of 7% but with annual volatility of 20%, would indicate returns from approximately negative 33% to positive 47% most of the time (19 times out of 20, or 95%). These estimates assume a normal distribution; in reality stock price movements are found to be leptokurtotic (fat-tailed).

  8. Implied volatility - Wikipedia

    en.wikipedia.org/wiki/Implied_volatility

    Implied volatility, a forward-looking and subjective measure, differs from historical volatility because the latter is calculated from known past returns of a security. To understand where implied volatility stands in terms of the underlying, implied volatility rank is used to understand its implied volatility from a one-year high and low IV.

  9. NYSE glitch sparks volatility in dozens of stocks

    www.aol.com/news/nyse-resolves-glitch-led...

    (Reuters) -A glitch at the New York Stock Exchange (NYSE) triggered massive swings in the shares of Berkshire Hathaway and Barrick Gold, and trading halts in dozens of other companies on Monday ...