CVI is an algorithm for constructing implied volatility surfaces that is framed as a convex optimisation problem. As such, it ...

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 ...

We can see the difference between SVI and spline more clearly here. As expected, SVI curves show nice “smiles.” On the other hand, the spline follows the datapoints more closely but can go only as far ...

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