The amount of change in the price of an option in response to a 1% change in volatility of the...

An agreement (forward volatility agreement) that a seller and a buyer enter into in order to exchange a straddle option...

The underlying volatility that is anticipated over the life of a derivative contract such as an option, a futures contract, etc. It is the amount by...

The underlying volatility that is anticipated over the life of a derivative contract such as an option, a futures contract, etc. It is the amount by...