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Résumé : Most professional traders are volatility traders. Volatility trade is simply an option hedging strategy that consists of several steps. This chapter discusses the fundamentals of volatility trading. It also explains the most important strategic elements involved in actually structuring and implementing volatility trades, and elaborates the difficulties faced by the traders in determining the correct volatility level for their trades and the primary characteristics of volatility, which can be helpful in trying to make one's volatility forecasts. The author also introduces two primary categories of theoretical models used for predicting volatility: The first model or family of models is called “GARCH” which stands for Generalized Auto-Regressive Conditional Heteroscedasticity and the second model is “VARIMA,” which stands for Vector Auto-Regressive Integrated Moving Average.