Home > Term: implied volatility
implied volatility
The expected volatility in a stock's return derived from its option price, maturity date, exercise price, and riskless rate of return, using an option pricing model such as Black-Scholes.
- Jenis Kata: noun
- Industri / Domain: Layanan keuangan
- Kategori: Keuangan secara umum
- Company: Bloomberg
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