atmvolatility

The implied volatility tends to be the lowest when an option is at or near the money and increases when the option moves further out of the money or in the ...

At the money (ATM) is a situation where an option's strike price is identical to the current market price of the underlying security. An ATM option has a ...

2020年6月10日 — A tool that measures the calculated or implied mid-rate volatility for an ATM option for a specific expiration date.

At-the-money implied volatility (market's forecast of a likely movement in price) for BTC.

Implied Volatility is the market's expectation of volatility. Given the price of an option we can solve for the expected volatility of the underlying asset.

2022年5月15日 — ie implied ATM vol = risk-neutral expectation of integrated variance. Is there some proof available? Where does this approximation come from? Is ...

2023年9月6日 — The volatility skew is the difference in implied volatility (IV) between out of the money options (OTM), at the money options (ATM) and in ...

is the implied volatility of the x%-delta put; ATM is the At-The-Money Forward vol at which ATM Calls and Puts are trading in the market ...

The Volatility Term Structure tool provides an overview of at-the-money (ATM) volatilities for option contracts with 1-year or less until expiration.