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Implied volatility |
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Implied volatilityThe volatility of the underlying instrument implied by the market value option's price.Similar MatchesHistoric volatilityHistoric volatilityA measure of the price changes of a security over a specific period of time. Defined as the standard deviation of the continuously compounded returns on the security. Sometimes referred to as 'historical volatility'. Historical volatilityHistorical volatilityFluctuations estimated from a historical time series. VolatilityVolatilityThe extent to which an economic variable, such as a price or an exchange rate, moves up and down over time. Reward to volatility ratioReward to volatility ratioRatio of excess return to portfolio standard deviation. Volatility riskVolatility riskThe risk in the value of options portfolios due to the unpredictable changes in the volatility of the underlying asset. Further SuggestionsAsymmetric volatilityhistorical volatility volatility |
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