When the disconnect between implied volatility and realized stock movement is wide enough, option buyers can end up losing money on a trade, even if the shares are moving in the right direction.

Barclays’s global equity derivatives strategy team listed the ETFs with the richest and cheapest volatility. Volatility on ...

While the implied volatility refers to the market's assessment of future volatility, the realized volatility measures what actually happened in the past. The measurement of the volatility depends ...