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