6 课时 关于 21 分钟 12 随堂练习 最终测验: 8 道题 免费,无需注册
The number inside every option price — implied, realized, and how to compare them.
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学完本课,你将能够
- 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 · 课程完成记录
波动率
全部完成 6 课时并通过最终测验
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课程大纲
请按顺序学习,每节课结束时有一个简短测验- ✓ Implied volatility (IV)The market's consensus estimate of how much a stock will move, extracted from option prices. 3 分钟
- ✓ Historical (realized) volatilityHow much a stock has actually moved, measured from past daily closes and annualized for comparison with implied volatility. 3 分钟
- ✓ IV rank and IV percentileTwo ways to judge whether a stock's current implied volatility is high or low relative to context. 3 分钟
- ✓ Volatility skew and smileWhy options at different strikes on the same stock trade at different implied volatilities. 3 分钟
- ✓ The IV term structureHow implied volatility differs across expiration dates, and what the shape of the curve reflects. 3 分钟
- ✓ The VIXCboe's 30-day implied volatility index for the S&P 500, and what its level does and does not mean. 3 分钟
- ★ 最终测验8 道题 · 及格分 6/8 · 完成所有课程测验后解锁 4 分钟
学习进度仅保存在本浏览器中,清除网站数据后将重置。 仅供学习参考,本系列课程不提供任何交易建议。 时间估算以每分钟约200字为基准。