0
votes
2answers
70 views

Why call option price increases with higher implied volatility

As per the BS model the value of a call option is directly proportional to the implied volatility. Without getting into the derivation of the BS equation, is it possible to intuitively understand why ...
1
vote
1answer
30 views

Options price vs implied volatility - who drives who?

In this article we have: In contrast, IV is derived from an option’s price and shows what the market “implies” about the stock’s volatility in the future. Implied volatility is one of six inputs ...
5
votes
1answer
2k views

What does it mean to long convexity of options?

In this Bloomberg video, Curnett talks about volatility and the convexity of options. Specifically, he says; "The spread between the VIX sitting there at 20 for a period of time and this realized ...
0
votes
1answer
403 views

How to see an option chain's implied volatility skew

Are there any inexpensive tools, web-sites or services you know of where one can see: a) current implied volatility skew for an option chain b) historic implied volatility skew Thanks
3
votes
2answers
606 views

how does one see the CBOE VIX index on Google Finance?

How does one see the CBOE VIX index on Google Finance? What is a symbol I can use?