implied volatility smile
Chapter11VolatilitySmilesThevolatilitysmileisapatternofimpliedvolatilityforaseriesofoptionsthathavethesameunderlying, ...,2023年9月8日—Definition:Theimpliedvolatilitysmileisatwo-dimensionalplotresultingfromthecorrelationbetweenstrikepricesandimpl...
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Skewmeasuresimpliedvolatilitydifferencesinoptions.SmileshowsbothOTMputs&callselevated.Smirkhasonesidesteeperduetomarketsentiment.
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