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Results tagged with implied-volatility
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user 1608
The volatility of the price of the underlying security that is implied by the market price of an option based on an option pricing model.
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answer
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Option Portfolio Risk - Volatility/Skew - practical implementation
I'm trying to improve my methods for calculating real-time US Equity option portfolio risk.
My main problem is volatility "stability" across all strikes in an option series.
The current implementat …
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