THE 2-MINUTE RULE FOR IMPLIED VOLATILITY

The 2-Minute Rule for Implied volatility

This measure isn't going to account for that volatility σ of your fundamental asset. In contrast to former inputs, volatility is circuitously observable from sector info, but must rather be computed in a few design, mainly employing ATM implied volatility during the Black–Scholes product. Dispersion is proportional to volatility, so standardizin

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