The volatility figure that, when used in a theoretical pricing model, gives precisely the market price for an option. It is the volatility “implied” by the market and “explains” the market price. Also referred to as “vols.”
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The volatility figure that, when used in a theoretical pricing model, gives precisely the market price for an option. It is the volatility “implied” by the market and “explains” the market price. Also referred to as “vols.”
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