1
vote
1answer
52 views

Why IV and stock price are inversely related

What is the reason that Implied Volatility and Stock Price are inversely related? Is it possible to understand this qualitatively without getting into the math of the Black-Scholes formula?
1
vote
1answer
31 views

Online service that computes implied volatility

Is there a free online service that will give me the Implied Volatility of a stock or ETF based on the current option price? Or do I need to calculate myself in excel? I found this resource on IV but ...
0
votes
2answers
126 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
37 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
470 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
637 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?