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  2. Volatility (finance) - Wikipedia

    en.wikipedia.org/wiki/Volatility_(finance)

    Volatility as described here refers to the actual volatility, more specifically: . actual current volatility of a financial instrument for a specified period (for example 30 days or 90 days), based on historical prices over the specified period with the last observation the most recent price.

  3. Forward volatility - Wikipedia

    en.wikipedia.org/wiki/Forward_volatility

    The volatilities in the market for 90 days are 18% and for 180 days 16.6%. In our notation we have , = 18% and , = 16.6% (treating a year as 360 days). We want to find the forward volatility for the period starting with day 91 and ending with day 180.

  4. How implied volatility works with options trading

    www.aol.com/finance/implied-volatility-works...

    Calculating fair value: By comparing implied volatility with historical volatility, you can determine whether an option is fairly priced. If IV is significantly higher than HV, it may suggest that ...

  5. VIX - Wikipedia

    en.wikipedia.org/wiki/VIX

    Just as a bond's implied yield to maturity can be computed by equating a bond's market price to its valuation formula, an option-implied volatility of a financial or physical asset can be computed by equating the asset option's market price to its valuation formula. [12] In the case of VIX, the option prices used are the S&P 500 index option ...

  6. Are Volatility and Risk Always Related in Investing?

    www.aol.com/finance/volatility-risk-always...

    Volatility index (VIX): Often referred to as the “fear index,” the VIX measures market expectations for future volatility. It is calculated based on the prices of options on the S&P 500 index.

  7. Option time value - Wikipedia

    en.wikipedia.org/wiki/Option_time_value

    An important factor is the underlying instrument's volatility. Volatility in underlying prices increase the likelihood and magnitude of a gain in IV, thus enhancing the option's value and stimulating option demand. Numerically, this value depends on the time until the expiration date and the volatility of the underlying instrument's price.

  8. Market volatility goes both ways: Chart of the Week

    www.aol.com/finance/market-volatility-goes-both...

    Volatility is up, and the S&P 500 chalked both its best and worst day of the year this past week. And that you can have both in the span of a few days is an important market lesson.

  9. Average true range - Wikipedia

    en.wikipedia.org/wiki/Average_true_range

    Average true range (ATR) is a technical analysis volatility indicator originally developed by J. Welles Wilder, Jr. for commodities. [1] [2] The indicator does not provide an indication of price trend, simply the degree of price volatility. [3] The average true range is an N-period smoothed moving average (SMMA) of the true range values. Wilder ...