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http://www.investopedia.com/articles/optioninvestor/09/selling-options.asp
... Therefore, the further out of the money a contract is or the deeper in the money,
the less sensitive it will be to implied volatility changes. ...
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http://www.investopedia.com/articles/optioninvestor/02/111202.asp
... means options are expensive in terms of historical ... implied volatility and a forward
implied-volatility skew ... highs reached by the underlying futures contract. ...
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http://www.investopedia.com/university/optionvolatility/volatility2.asp
... to valuation models (statistical/historical) and an output (implied). ... the price of
the stock or futures contract. ... of those price changes in percentage terms. ...
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http://www.investopedia.com/articles/optioninvestor/09/implied-volatility-contrary-indicator.asp
... An option contract can be made up of intrinsic and extrinsic value. ... which is the
amount of premium being paid until expiration, and implied volatility, which ...
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http://www.investopedia.com/articles/optioninvestor/09/buying-options.asp
... that implied volatility usually inflates most during bearish turns. This may actually
give put buyers an advantage over call buyers. Either way, the contract ...
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http://www.investopedia.com/articles/optioninvestor/02/120602.asp
... security (ie stock) or commodity (ie futures contract). ... no changes in other variables
like implied volatility and ... behaves like the underlying in terms of price ...
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http://www.investopedia.com/articles/optioninvestor/03/061903.asp
... We want options to be cheap in terms of the implied ... it will profit from a rise in
implied volatility ... priced based on the level of the December futures contract. ...
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http://stocks.investopedia.com/stock-analysis/moneyshow/HowtoUseOptionstoPredictEarnings.aspx
... the magnitude of this implied volatility. In Practice: Google (GOOG) If we purchase
one at-the-money Google (GOOG) call option for $1,200 per contract and one ...
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http://www.investopedia.com/university/optionvolatility/volatility4.asp
... the two volatilities can be compared, in terms of both ... is marked by a brown line;
implied volatility is ... of the underlying stock or futures contract has been ...
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http://stocks.investopedia.com/stock-analysis/moneyshow/WhyThetaCanMisleadDuringEarnings.aspx
... Were going to assume the stock price ($528) and implied volatility (65 ... As the table
illustrates, we can reasonably expect this option contract to decay ...