Examples of 'implied volatility' in a sentence
Meaning of "implied volatility"
implied volatility - In finance and investments, this phrase refers to an estimated measure of the expected future volatility or uncertainty of a financial instrument, such as a stock or options contract. It is derived from the market prices of options and used to assess the potential risk and potential changes in the price of the underlying asset
How to use "implied volatility" in a sentence
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implied volatility
This is called implied volatility of the option.
There is no universal formula to calculate implied volatility.
Implied volatility for the option.
The asymmetric distribution of the implied volatility.
Implied volatility would decrease substantially.
One such measure is the implied volatility.
Where is the implied volatility of the currency options.
It relies on predicting the future direction of implied volatility.
Implied volatility is derived from options on stock price indices.
That means the implied volatility.
These implied volatility indexes revealed expectations of future volatility.
They do so by lowering the implied volatility of the options.
Option implied volatility measures and stock return predictability.
Check out the implied volatility.
Implied volatility has the.
See also
There is another type of volatility known as implied volatility.
Implied volatility is the estimated volatility of an asset underlying an option.
The informational content of implied volatility.
This implied volatility more accurately reflects the future volatility of the share.
The asymmetrical distribution of implied volatility.
It is a measure of the level of implied volatility and not historical or statistical volatility.
Each currency pair has a different implied volatility.
Implied volatility and derivatives market efficiency on the call options of a technology company.
Trading probabilities are driven by implied volatility.
This curve of implied volatility against the strike price is known as the volatility smile.
Vega reflects the sensitivity of option value to implied volatility.
One effective way to analyze implied volatility is to examine a chart.
The only remaining parameter we need to decide on is the implied volatility.
Higher implied volatility indicates that greater option price movement is expected in the future.
Extrinsic value is made up of time value and implied volatility.
Thereafter implied volatility in the euro area remained broadly unchanged at those somewhat elevated levels.
This can help you make sense of implied volatility.
The implied volatility indeed indicates the expected volatility of the option until its expiration date.
This model fits the observed implied volatility surface well.
An extended period of easy monetary policy has depressed both realized and implied volatility.
The premiums for these options are based upon implied volatility parameters at specified terms.
Implied Volatility is the volatility determined by the market.
The pricing formula has been used to find implied volatility.
The VIX is a measure of the implied volatility obtained from option contracts.
The strike of each variance swap corresponds to the prevailing implied volatility.
The Impl column shows the implied volatility of the index.
Each option has its own unique sensitivity to changes in implied volatility.
The VIX is an implied volatility index.
Keep in mind this does not take into account any changes in implied volatility.
Implied volatility Volatility arbitrage Option spread.
Each strike price will also respond differently to implied volatility changes.
Is implied volatility important for them?
Term structure is a way for investors to view the implied volatility of options.
Implied volatility is the market 's estimated future volatility.
You can only tell if you look at the implied volatility of the options.
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Disclaimer of implied warranties and limitation of remedies
These suggestions follow in no implied order of priority
That process implied a thorough review of legislation
