Implied Volatility definition
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.