Figure 7. Implied and Historical Volatility in Equity Markets

It is the volatility that the buyers and sellers of this particular option expect to be realized in the period from now until the option's expiration. Different ...

Note: Implied volatility is a measure of the equity price variability implied by the market prices of call options on equity futures. Historical volatility is.

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2024年6月12日 — Implied volatility (IV) is essentially a measure of how much the market believes the price of a stock or other underlying asset will move in the ...

Implied volatility accounts for expectations for future volatility, which are expressed in options premiums, while historical volatility measures past trading ranges of underlying securities and indexes.

Implied volatility, often referred to as projected volatility, is simply an estimation of the future volatility of a stock or index, based on option prices.

The Historical Volatility plots a 30-day reading of both implied and historical volatility against the share price over custom period that you define. A ...