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Options > Implied Volatility
The following information is about Implied Volatility.
Implied Volatility Defined
A measure of the volatility of the underlying stock, it is determined by using option prices currently existing in the market at the time rather than using historical data on the price changes of the underlying stock. See also Volatility.
This definition is in context to Options. See more contextual defintions for Implied Volatility.
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Off-site Implied Volatility Links, User Submitted
The following links have been collected through user bookmark submission in the Implied Volatility category. Please note, because these resources are off-site we cannot guarantee the accuracy or quality of any information.
Mon Apr 27
- Learn To Trade Options: Learn four ways to trade options successfully this Saturday May 2nd at the Mirage in Las Vegas. Famous options expert, Larry McMillan will teach how he trades his own and clients' accounts.
Fri Jan 30
Mon Dec 22
Tue Aug 26
Sat Aug 23
- Implied volatility skews in the foreign exchange market: Gudhus, Glucksman Institute for Research in Securities Markets, Leonard N. Stern School of Business, New York University (April 2003)
Wed Jul 16
Tue Jul 15
Thu Jun 19
- The theory of contrary opinion: A test using sentiment indices in futures markets: Dwight R. Sanders, Scott H. Irwin, and Raymond M. Leuthold (2003)
Sun Apr 6
- http://coblitz .codeen.org:31 25/citeseer.is t.psu.edu/cach e/papers/cs/51 93/http:zSzzSz www.rhsmith.um d.eduzSzfinanc ezSzCFEAzSzfle ming.pdf/dumas 95implied.pdf: tries to estimate implied volatility functions
Tue Mar 18
If you would like to find additional social bookmark based links on the topic of we recommend the Open Tag Directory > Implied Volatility. If you would like to find related tags we recommend Tag Patterns > Implied Volatility
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