The market is closed.
Contracts: FULL: 33474 S&P 500: 9318 MAG7:455
Stocks: 8518
Industries: 127
Sectors: 11
Countries: 38
Exchanges: 3
or

What is Volatility Crush?

Learn about Volatility Crushs and how they relate to the markets and options trading.

Volatility Crush

Volatility Crush, or colloquially simply "crush" is a measure of the difference in implied volatility between out-of-the-money and in-the-money options.

Return to full glossary