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Itisthevolatilitythatthebuyersandsellersofthisparticularoptionexpecttoberealizedintheperiodfromnowuntiltheoption'sexpiration.Different ...,,由HEgly著作·2022—Thisstudyaimstotestthepredictivepowerofi)Black-Scholesimpliedvolatilityderivedfromoptions...
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ImpliedVolatilityplotstheanticipatedvolatilityoftheselectedstockusingtheprevailingoptionpremium.Seeataglancewhetherornotimpliedvolatility ...
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