Examples of using Implied volatility in English and their translations into Chinese
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Oil: Surging Implied Volatility Sending a Signal?
This volatility is called implied volatility.
Figure 2: Implied Volatility on Options is Low for Both Markets.
An underlying cause: the real reason why implied volatility shifts from low to high.
Implied volatility shows how much movement the market is expecting in the future.
The real reason why implied volatility shifts from low to high.
Implied volatility on 90-day pound-dollar(GBPUSD) options traded recently as low as 7.5%.
Goldman uses consensus price targets and options six-month implied volatility to measure Sharpe ratios.
Twice this year implied volatility in gold options spiked from 9% to around 13.5%.
Most commodities and financial instruments experience higher implied volatility on the downside than on the upside.
An implied volatility surface is static: it describes the implied volatilities at a given moment in time.
As always happens in the midst of panic, implied volatility(measured by the VIX Index) spiked in December.
Implied Volatility is the volatility percentage that explains the current market price of an option.
That is because the Aug 24,2018 $18.00 Put had some of the highest implied volatility of all equity options today.
So far this decade, implied volatility on 90-day options on EURUSD futures has traded between 5% and 18%.
Given the way analysts feel about KEMET right now,this huge implied volatility could mean there's a trade developing.
Implied volatility in euros or expected fluctuations in a single currency fell to below 4%, the lowest since late January.
The VIX index<. VIX> is a measure of implied volatility in U.S. stock markets- Wall Street's so-called"fear index".
Implied volatility, on the other hand, is a forecast of future volatility and acts as an indicator of the current market sentiment.
For instance, the SPDR S&P 500 Trust ETF's(SPY) implied volatility level stands at 9.39% for the same expiration date.
Three-month(3M) at-the-money(ATM) options, which don't cover the October 31 deadline,traded at an 7.25% implied volatility recently.
Just above 7%, one-month implied volatility is near the lowest level of the year.
The most important thing an investor needs to understand is how options are priced andsome of the factors that affect them including implied volatility.
Evolution: Sticky edit An implied volatility surface is static: it describes the implied volatilities at a given moment in time.
This is because it basicallyimplies that options traders are bidding up implied volatility i.e. they are more fearful vs futures traders.
Mid-expansion: low average implied volatility and steep yield curves, which begin to flatten as the central bank begins to tighten policy.
A closely related concept is that of term structure of volatility, which refers to how implied volatility differs for related options with different maturities.
Options with high levels of implied volatility suggest that investors in the underlying stocks are expecting a big move in one direction or the other.
For four consecutive days in early February,stock market implied volatility surpassed crude oil price volatility for the first time since 2008.