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Trading Justice 471: Implied Volatility
Manage episode 325422500 series 1428718
There are the six inputs to the pricing model:
- Stock price
- Strike price
- Time to expiration
- Volatility
- Dividends
- Interest Rates
Five of the six variables are known. The sixth is unknown. It is an educated guess or estimate, usually based on past performance. Can you guess which one it is?
The answer is volatility.
1:40 Market Skyline
28:50 Implied Volatility
112 эпизодов
Manage episode 325422500 series 1428718
There are the six inputs to the pricing model:
- Stock price
- Strike price
- Time to expiration
- Volatility
- Dividends
- Interest Rates
Five of the six variables are known. The sixth is unknown. It is an educated guess or estimate, usually based on past performance. Can you guess which one it is?
The answer is volatility.
1:40 Market Skyline
28:50 Implied Volatility
112 эпизодов
Minden epizód
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