Variance Risk Premium – Financial Factory

Variance Risk Premium

Variance Risk Premium In Light Of VIX Soaring 31 Percent

2014-01-272021-02-14 Financial Factory 6 Views implied volatility, realized volatility, VIX

Market participants rushed to purchase protection, with VIX soaring to above 18 from below 13 a few days ago. What

Variance Risk Premium

Variance Risk Premium Signalling “Caution” Ahead of Fed

2013-12-172021-02-14 Financial Factory 6 Views implied volatility, realized volatility, S&P 500, variance risk premium

The Variance Risk Premium for S&P 500 has surged ahead of the Fed-meeting. The cost of protection has increased without an

Variance Risk Premium

Variance Risk Premium Approaching “Worry” Zone

2013-12-062021-02-23 Financial Factory 6 Views implied volatility, realized volatility, S&P 500, variance risk premium

The Variance Risk Premium for S&P 500 is fast approaching the “Worry” zone. For details check the report Variance Risk