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  2. Implied open - Wikipedia

    en.wikipedia.org/wiki/Implied_open

    Implied open attempts to predict the prices at which various stock indexes will open, at 9:30am New York time. It is frequently shown on various cable television channels prior to the start of the next business day .

  3. How implied volatility works with options trading

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

    The price of this option is influenced by multiple factors, including the stock’s current price, the option’s strike price, time to expiration and implied volatility.

  4. Stock valuation - Wikipedia

    en.wikipedia.org/wiki/Stock_valuation

    Stock valuation is the method of calculating theoretical values of companies and their stocks.The main use of these methods is to predict future market prices, or more generally, potential market prices, and thus to profit from price movement – stocks that are judged undervalued (with respect to their theoretical value) are bought, while stocks that are judged overvalued are sold, in the ...

  5. Moneyness - Wikipedia

    en.wikipedia.org/wiki/Moneyness

    This corresponds to the asset following geometric Brownian motion with drift r, the risk-free rate, and diffusion σ, the implied volatility. Drift is the mean, with the corresponding median (50th percentile) being r−σ 2 /2, which is the reason for the correction factor. Note that this is the implied probability, not the real-world probability.

  6. Implied volatility - Wikipedia

    en.wikipedia.org/wiki/Implied_volatility

    The value ¯ is the volatility implied by the market price ¯, or the implied volatility. In general, it is not possible to give a closed form formula for implied volatility in terms of call price (for a review see [ 1 ] ).

  7. Risk reversal - Wikipedia

    en.wikipedia.org/wiki/Risk_reversal

    A positive risk reversal means the implied volatility of calls is greater than the implied volatility of similar puts, which implies a 'positively' skewed distribution of expected spot returns. This is composed of a relatively large number of small down moves along with the possibility of few but relatively large up moves.

  8. Post-money valuation - Wikipedia

    en.wikipedia.org/wiki/Post-money_valuation

    Strictly speaking, the calculation is the price paid per share multiplied by the total number of shares existing after the investment—i.e., it takes into account the number of shares arising from the conversion of loans, exercise of in-the-money warrants, and any in-the-money options. Thus it is important to confirm that the number is a fully ...

  9. Benjamin Graham formula - Wikipedia

    en.wikipedia.org/wiki/Benjamin_Graham_formula

    The Benjamin Graham formula is a formula for the valuation of growth stocks.. It was proposed by investor and professor of Columbia University, Benjamin Graham - often referred to as the "father of value investing".