Implied Volatility

Implied Volatility
The predicted expected volatility in return generated by a stock’s return calculated from maturity date, option price, exercise price, riskless rate of return. A model, for example, the Black/Scholes is used to make the calculations.

Related posts:

  1. Black-Scholes Option Pricing Model
  2. Volatility
  3. Volatility Arbitrage
  4. Implied Rate
  5. Volatility Risk

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