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Implied volatility |
Also found in: Wikipedia | 0.04 sec. |
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Implied volatility The expected volatility in a stock's return derived from its option price, maturity date, exercise price, and riskless rate of return, using an option pricing model such as Black-Scholes. |
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? Mentioned in | ? References in periodicals archive | |
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40 and implied volatility of the premiums is below 20% (which currently exists). Implied volatility for one-month euro-dollar options, which had increased to as high as 16. Ahead of today's news, the equity's out-of-the-money January 75 put had an implied volatility reading of 48 percent while out-of-the-money January 85 call had an implied volatility reading of 47 percent. |
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Implied volatility
