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Financial Terms | |
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. Related to : financial, finance, business, accounting, payroll, inventory, investment, money, inventory control, stock trading, financial advisor, tax advisor, credit. |