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Implied volatility |
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Definition of Implied volatilityImplied volatilityThe expected volatility in a stock's return derived from its option price, maturity date, Implied volatilityFor an option, the variance that makes a call option price
Related Terms:Implied callThe right of the homeowner to prepay, or call, the mortgage at any time. Implied repo rateThe rate that a seller of a futures contract can earn by buying an issue and then delivering Reward-to-volatility ratioRatio of excess return to portfolio standard deviation. VolatilityA measure of risk based on the standard deviation of investment fund performance over 3 years. Volatility riskThe risk in the value of options portfolios due to the unpredictable changes in the volatility of VolatilityThe probability of change Volatilitya. Another general term for sensitivity. b. The standard deviation volatilityA measure of the amount of change in the daily price of a security over a specified period of time. It is Uusually given as the standard deviation of the daily price changes of that security on an annual basis.
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