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Is there a Greek that describe the sensitivity of an option's time value to strike?
I disagree with the given answer.
Greeks are just sensitivities to the input parameters in Black Scholes. Since the strike is an input you can compute the derivative of the option value with respect ...
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Is Implied- and Historical Volatility based on solely Business days?
A) For historical vol (HV), also called realized vol (RV), usually the so called close-to-close estimator is used, but more sophisticated methods to estimate HV exist as well (see for example R). HV ...
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