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Forward Vol

It stands for “forward implied volatility“. The future levels of volatility calculated taking into account current market prices of options.…

ATM Spot Implied Volatility

A measure of volatility (at-the-money volatility, ATM volatility) that is calculated by averaging the implied volatilities from a put and...

At-The-Money Spot Implied Volatility

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

Forward-Forward Implied Volatility

The future levels of volatility calculated taking into account current market prices of options. It builds on spot implied volatility...

Forward Implied Volatility

The future levels of volatility calculated taking into account current market prices of options. It builds on spot implied volatility...