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HV

It stands for historical volatility; a type of volatility that is estimated from past realized/ historical data rather than by...

Historical Volatility

A type of volatility that is estimated from past realized/ historical data rather than by employing current prices and a...

PRV

It stands for past realized volatility; a type of volatility that is estimated from past realized/ historical data rather than...

Past Realized Volatility

A type of volatility that is estimated from past realized/ historical data rather than by employing current prices and a...

Forward Vol Agreement

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

VOV

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

RV

It stands for realized variance or realized volatility; a realized variance a measure of rate/ price variability associated with the...

Realized Variance

A measure of rate/ price variability associated with the payoff or return of an instrument. This measure is typically based...

Volatility of Volatility

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

Vvol

An abbreviation for volatility of volatility, which is a statistical concept implying that volatility of of a series of random...