3. Understanding Volatility

  1. Dan Passarelli

Published Online: 11 SEP 2012

DOI: 10.1002/9781118531846.ch3

Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits, Second Edition

Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits, Second Edition

How to Cite

Passarelli, D. (2012) Understanding Volatility, in Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits, Second Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118531846.ch3

Publication History

  1. Published Online: 11 SEP 2012
  2. Published Print: 17 SEP 2012

ISBN Information

Print ISBN: 9781118133163

Online ISBN: 9781118531846

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Keywords:

  • market volatility;
  • implied volatility;
  • expected volatility;
  • implied volatility;
  • volatility skew

Summary

This chapter contains sections titled:

  • Historical Volatility

  • Implied Volatility

  • Expected Volatility

  • Implied Volatility and Direction

  • Calculating Volatility Data

  • Volatility Skew

  • Note