在 英语 中使用 Implied volatility 的示例及其翻译为 中文
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Implied volatility in the euro, or expected swings in the single currency, have fallen to below 4 vol, its lowest levels since late January.
Month sterling/dollar implied volatility this week rose nearly 1 pct, a relatively small move in nominal terms, but the biggest weekly rise in four months.
The yuan's one-month implied volatility, a measure of swings used to price options, surged 3.9 percentage points, the most since 2004, to 5.075 percent.
This implied volatility is best regarded as a rescaling of option prices which makes comparisons between different strikes, expirations, and underlyings easier and more intuitive.
For example, on November 17, 90-day WTI options closed at 23% implied volatility, well below their 31% average so far this decade(Figure 1).
Both using historical actual price movements or option implied volatilities, volatility seems to be about equal across exercise prices.
Therefore, different derivative contracts on the same underlying have different implied volatilities as a function of their own supply and demand dynamics.
Implied volatility and historical volatility. .
Volatility smiles and implied volatility.
Then there is Implied Volatility(IV).
Implied volatility is far below 2016 levels.
Generally, implied volatility is higher than historical volatility. .
How does implied volatility impact the option pricing?
Another important volatility is the implied volatility(IV).
Generally, the implied volatility is higher than the historical volatility. .
Usually IV Implied Volatility overstates the fear in the marketplace.
As of this morning, implied volatility is at the 42nd percentile.
All we really know is that implied volatility expectations are low today.
The implied volatility in the formula is the volatility of the underlying instrument.
As of this morning, the implied volatility is at the 34th percentile.