6 pelajaran tentang 21 menit 12 pemeriksaan cepat pemeriksaan akhir: 8 pertanyaan Gratis, tanpa pendaftaran
The number inside every option price — implied, realized, and how to compare them.
Progresmu0/6 pelajaran
Di akhir pelajaran ini Anda akan mampu
- Explain what implied volatility measures and scale an annual figure to a shorter horizon.
- Compare implied with realized volatility, and IV rank with IV percentile.
- Read skew across strikes and the term structure across expirations.
- Explain what the VIX measures and what it does not.
Options Band · Catatan penyelesaian kursus
Volatilitas
menyelesaikan semua 6 pelajaran dan lulus pemeriksaan akhir
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Silabus
kerjakan secara berurutan, setiap pelajaran diakhiri dengan pemeriksaan singkat- ✓ Implied volatility (IV)The market's consensus estimate of how much a stock will move, extracted from option prices. 3 menit
- ✓ Historical (realized) volatilityHow much a stock has actually moved, measured from past daily closes and annualized for comparison with implied volatility. 3 menit
- ✓ IV rank and IV percentileTwo ways to judge whether a stock's current implied volatility is high or low relative to context. 3 menit
- ✓ Volatility skew and smileWhy options at different strikes on the same stock trade at different implied volatilities. 3 menit
- ✓ The IV term structureHow implied volatility differs across expiration dates, and what the shape of the curve reflects. 3 menit
- ✓ The VIXCboe's 30-day implied volatility index for the S&P 500, and what its level does and does not mean. 3 menit
- ★ Pemeriksaan akhir8 pertanyaan · nilai lulus 6/8 · terbuka setelah semua pemeriksaan pelajaran selesai 4 menit
Kursus lainnya
Progres Anda hanya tersimpan di browser ini; menghapus data situs akan meresetnya. Hanya konten edukatif: tidak ada hal apa pun dalam kursus-kursus ini yang memberi tahu Anda apa yang harus diperdagangkan. Estimasi waktu berdasarkan kecepatan baca sekitar 200 kata per menit.