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CBOE Volatility Index (VIX) from December 1985 to May 2012 (daily closings) In finance, volatility (usually denoted by "σ") is the degree of variation of a trading price series over time, usually measured by the standard deviation of logarithmic returns. Historic volatility measures a time series of past market prices.
Implied volatility: This column shows the volatility expected from the stock, given the price of the option. Here’s more on how implied volatility works.
To use these models, traders input information such as the stock price, strike price, time to expiration, interest rate and volatility to calculate an option’s theoretical price. To find implied ...
Sell put options to play volatility on recently fallen stocks. Volatility is one of the key drivers of options prices, and stocks with higher expected volatility have higher options premiums, all ...
Implied volatility, a forward-looking and subjective measure, differs from historical volatility because the latter is calculated from known past returns of a security. To understand where implied volatility stands in terms of the underlying, implied volatility rank is used to understand its implied volatility from a one-year high and low IV.
The resulting VIX index formulation provides a measure of market volatility on which expectations of further stock market volatility in the near future might be based. The current VIX index value quotes the expected annualized change in the S&P 500 index over the following 30 days, as computed from options-based theory and current options ...