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.

0 0

Penulis

  • Jessehe
  •  (V.I.P) 32013 poin
  • 40.13% positive feedback
© 2024 CSOFT International, Ltd.