THE 2-MINUTE RULE FOR IMPLIED VOLATILITY

The 2-Minute Rule for Implied volatility

This measure doesn't account for that volatility σ with the fundamental asset. Contrary to past inputs, volatility is circuitously observable from marketplace details, but must alternatively be computed in some model, principally making use of ATM implied volatility in the Black–Scholes product. Dispersion is proportional to volatility, so stand

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