A measure of volatility that is calculated by averaging the implied volatilities from a put and call options or sets...

A method that is used to calculate the value of an at-the-money call option (under the assumption of zero interest…

An agreement that a seller and a buyer enter into in order to exchange a straddle option at a specific expiration…

A callable range accrual note (RAN); a range note that is imbedded with a call option. The embedded option allows…

A short-hand writing for forward volatility; a measure of the implied volatility (implied vol) of a financial instrument over a...

A measure of the implied volatility (implied vol) of a financial instrument over a certain period or span of time...

A measure of the implied volatility of a financial instrument over a certain period or span of time in the...

The volatility of volatility. A measure of volatility which supposes that volatility is a random market risk variable, rather than...

The absolute change in option price in response to a percentage point change in volatility. Tau is used by traders...

A measure of volatility which supposes that volatility is a random market risk variable, rather than a known and constant...