Implied Volatility

由 K Detlefsen 著作 · 2005 · 被引用 2 次 — Trading, hedging and risk analysis of complex option portfolios depend on accurate pricing models. The modelling of implied volatilities (IV) plays an.

In financial mathematics, the implied volatility (IV) of an option contract is that value of the volatility of the underlying instrument which, ...

Implied volatility is an annualized expected move in the underlying stocks price, adjusted for the expiration duration. The tastytrade platform displays IV in ...

Implied volatility rates are calculated by feeding current option prices into an option model, and so are a function of the supply and demand in volatility. In ...

由 B Dumas 著作 · 1998 · 被引用 1858 次 — In Section IV, we estimate the im- plied volatility functions using the DVF model on S&P 500 index option prices, and we describe the model's goodness-of-fit ...

由 S Vitali 著作 · 2023 — Indeed, for a fixed maturity, the implied volatility function is a u-shaped function of the strike price called implied volatility smile. Thus, ...