A metric estimating the maximum expected loss of a portfolio over a specified period at a given confidence level.

Expenses that fluctuate based on trading activity, such as transaction fees and commissions.

A measure of an option’s sensitivity to changes in implied volatility.

The Volatility Index measuring expected 30-day market volatility of the S&P 500, known as the ‘Fear Gauge’.

The total number of shares or contracts traded over a specific period.

A benchmark showing the average price of a security weighted by volume over a trading period.

Funds required to cover daily gains or losses on an open position.

A metric identifying multicollinearity in regression models.

A statistical measure of how much an asset’s price changes over time.

Risk of unpredictable price swings due to market volatility.