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Active 1 Bountied Hot Week Month
2 votes
2 answers
115 views

Price Option B Knowing The Price of a Similar Option A

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Kai
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0 votes
0 answers
26 views

Procedure of calibrating a stochastic local (SLV/LSV) model

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THAT'S MY QUANT MY QUANTITATIV
  • 344
3 votes
0 answers
31 views

When getting the local vol surface from the implied vol surface, do we interpolate the strikes?

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Xerium
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1 vote
2 answers
158 views

Implied volatility greater than realized volatility at all strikes?

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Dhruv Mahajan
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1 vote
1 answer
201 views

Python - yahoo finance options data - volatility smile plot

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CommunityBot
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1 vote
0 answers
199 views

How To Calculate The Implied One Day Expected Return For Earnings

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BCH_0125
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0 votes
2 answers
71 views

implied volatility for close to expiry ATM options vs VIX

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dm63
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0 votes
0 answers
78 views

Approximating implied price vol from implied yield vol?

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Zac Likes Vol
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0 votes
0 answers
58 views

Fitting volatility using SABR

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Zac Likes Vol
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13 votes
1 answer
2k views

Variance swap volatility - ATMF vol, Skew and Curvature

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Boyi Li
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4 votes
2 answers
540 views

What does implied volatility say about the underlying?

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ZRH
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0 votes
0 answers
41 views

Lognormal-mixture dynamics and calibration to market volatility smiles

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BloomShell
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1 vote
1 answer
120 views

If there was a way to back out implied volatility (IV) from a stock, would it be the same as the IV backed out from an option on that same stock?

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Mats Lind
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1 answer
387 views

Eurodollar futures volatility

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