Implied Volatility definition

Implied Volatility. The estimated volatility of the price of the underlying market between the time of calculation and the time of expiry.
Implied Volatility means the Chicago Board of Options Exchange OEX Volatility Index ("VIX"). Bloomberg code VIX Index (go) SCHEDULE 6 TO FINANCIAL WARRANTY AGREEMENT LIQUIDITY The Multiple shall be adjusted as follows (subject to the Calculation Agent determining, in its sole discretion, if a higher Multiple shall be used):
Implied Volatility has the meaning provided in Schedule 5.

Examples of Implied Volatility in a sentence

  • Form of Daily Report Schedule 2 ......Sector Concentration Schedule 3 ......Single Name Concentration Schedule 4 ......Volatility Schedule 5 ......Implied Volatility Schedule 6 ......

  • The payment made by the buyer of the option and calculated based on the relationship between: Implied Volatility, Notional, the prevailing spot FX rate, Non-Deliverable Forward FX rate, Strike(s), delta and the interbank deposit rates used for each of the currencies at time of trade.

  • Modelling Short‑Term Currency Implied Volatility: Many of the factors described above are difficult to place in a simple linear econometric model.

  • The payment made by the buyer of the option and calculated based on the relationship between: Implied Volatility, Notional, the prevailing spot FX rate, Forward FX, Strike(s), delta and the interbank deposit rates used for each of the currencies at time of trade.

  • Put = Option buyer has the right to sell the exchange rate (e.g. selling USD, buying a second currency) Call = Option buyer has the right to buy the exchange rate (e.g. buying USD, selling a second currency) FX Options are generally quoted in Implied Volatility: the value of the volatility of the underlying instrument which returns a theoretical value equal to the current market price of the option using a Black-Scholes based pricing model.


More Definitions of Implied Volatility

Implied Volatility. The estimated volatility of the price of the underlying market between the time of calculation and the time of expiry. “Initial MarginThe funds required by Basis for a user to open (and maintain) a trade. “IP Rights” IP rights are defined in Section 2.19). “Law” All applicable laws, rules, regulations, judgements, decrees, treaties, ordinances, orders and rulings, interpretations and statements of policy, of any Governmental Authority or self-regulatory organisation, authority, agency or body, in each case which has jurisdiction over Basis, the User, or their respective operations. "Long Position" An Open Position that results from the purchase of the Base Currency. “Marked to MarketThe value of an open position calculated at the current Deal price.
Implied Volatility means for any Exchange Business Day, the mid-market implied volatility of the relevant Shares, as determined by the Calculation Agent by interpolating or extrapolating from the most comparable listed put or call option (which shall be of the same Option Type as the Equity Option Transaction being cancelled) on the relevant Shares as determined by the Calculation Agent taking into account the nearest strike price, maturity and “in-the-money” or “out-of-the-money” amount, as the case may be, and such other factors that the Calculation Agent deems appropriate. To the extent that such a listed option does not exist or the Calculation Agent determines that the market for such listed option is not sufficiently liquid for the purpose of the relevant calculation, the Implied Volatility will be determined by the Calculation Agent by whatsoever means it deems appropriate;

Related to Implied Volatility

  • Volatility means, in respect of the price of a security, a numerical measure of the tendency of the price to vary over time.

  • Volatility Buffer means, with respect to a Transaction, an amount equal to the product of (a) the Factor applicable to the Transaction and (b) the Notional Amount of the Transaction.

  • S&P Volatility Factor means 277% or such other potential dividend rate increase factor as S&P advises the Corporation in writing is applicable.

  • Dilution Volatility Component means, at any time, the product (expressed as a percentage) of (i) the difference between (a) the highest three-month rolling average Dilution Ratio over the 12-month period then most recently ended and (b) the Adjusted Dilution Ratio, and (ii) a fraction, the numerator of which is equal to the amount calculated in (i)(a) of this definition and the denominator of which is equal to the amount calculated in (i)(b) of this definition.

  • Trading Volume means the volume of shares of the Company's Common Stock that trade between 9:30 AM and 4:00 PM, New York City Time, on any Business Day, and shall expressly exclude any shares trading during "after hours" trading.