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Implied volatility

Theoretical value

 designed to represent the 

Volatility

 of the security underlying an 

Option

 as determined by the price of the option. The factors that affect 

Implied volatility

 are the 

Exercise

 price, the riskless rate of 

Return

Maturity

 date and the price of the option. 

Implied volatility

 appears in several 

Option

 pricing models, including the Black-Scholes 

Option

 Pricing Model.



Related Terms: 17

CLU

,

ECU

,

Exercise

,

Factor

,

Inc.

,

Implied volatility

,

Maturity

,

Maturity date

,

Mode

,

Option

,

Return

,

Risk

,

Rate of return

,

SEC

,

Term

,

Theoretical value

,

Volatility


Other Related Pages:

Category: Options


Starting With: I


Semi Related Terms: 716  CLICK HERE TO VIEW

10-K

,

Average accounting return

,

Adjustable rate

,

Accreted value

,

Accrual of discount

,

Agency security

,

Amortization of premium

,

Amortized value

,

Asked price

,

Asking price

,

Asset-backed security

,

At par

,

All or any part

,

At best

,

At call

,

Adjustable rate preferred stock

,

Adjusted futures price

,

At risk

,

Annual return

,

Add-on service

,

Abstract of title

,

Action to quiet title

,

As is

,

Assignment to creditors

,

Attorney in fact

,

Adjustable Rate Mortgage

,

Adjustment date

,

Advance rate

,

Amortization term

,

Annual Percentage Rate

,

Applicable federal rate

,

Assignment of mortgage

,

A shares

,

Assets under management

,

Average price per share

,

Aggregate exercise price

,

American option

,

American-style option

,

Asian option

,

At the money

,

Automatic exercise

,

Average option

,

Absorption rate

,

Annuity factor method

,

Across the board

,

Additional paid-in capital

,

Arbitrage Pricing Theory

,

Amended return

,

Assessed value

,

Against the box

,

At the bell

,

At the close

,

At the figure

,

At the full

,

At the market

,

At the opening order

,

Automated Pricing and Reporting System

,

Away from the market

,

Below the line

,

Books of final entry

,

Books of original entry

,

Book value per share

,

Burn rate

,

Banking Act of 1933

,

Balloon maturity

,

Benchmark interest rate

,

Bid-to-cover ratio

,

Book-entry security

,

Bureau of Public Debt

,

Brought over the wall

,

Buying on margin

,

Buy on close

,

Buy on opening

,

Buy the book

,

Balance of payments

,

Bank Rate

,

Base interest rate

,

Board of Governors

,

Breaking the syndicate

,

Bill of exchange

,

Bill of sale

,

Breach of trust

,

By the book

,

Bank term loan

,

Base rate

,

Blended rate

,

Broker loan rate

,

Black knight

,

Breakup value

,

Benchmark risk

,

B shares

,

Buy and write

,

Black Friday

,

Black Monday

,

Black Tuesday

,

Break-even tax rate

,

Breadth-of-market theory

,

Beat the gun

,

Cost Of Goods Sold

,

Cost of sales

,

Cleared date

,

Cabinet security

,

Call date

,

Call price

,

Call risk

,

Certificate of Participation

,

Committee on Uniform Securities Identification Procedures

,

Conversion option

,

Conversion parity price

,

Conversion price

,

Conversion value

,

Convertible security

,

Coupon rate

,

Credit risk

,

Current market value

,

Current maturity

,

Current production rate

,

Call money rate

,

Code of procedure

,

Capitalization of income

,

Capitalization rate

,

Cap rate

,

Civilian unemployment rate

,

Consumer Price Index

,

Cost of Living Adjustment

,

Cost-of-living index

,

Council of Economic Advisers

,

Cash and carry trade

,

Cash price

,

Chasing the market

,

Cheapest to deliver

,

Chicago Board of Trade

,

Commodities Exchange Act

,

Country risk

,

Cash surrender value

,

Cash value

,

Cash value life insurance policy

,

CLU

,

Convertible term insurance

,

Cost-of-living rider

,

Certificate of stock

,

Cost of carry

,

Certificate of title

,

Cancellation of debt

,

Certificate of Claim

,

Cost of debt capital

,

Cost of funds

,

C shares

,

Call option

,

Cashless exercise

,

Class of options

,

Close to the money

,

Counterparty risk

,

Covered option

,

Certificate of Occupancy

,

Closing date

,

Cloud on title

,

Cash or Deferred Arrangement

,

Capital Asset Pricing Model

,

Class A Shares

,

Class B Shares

,

Crash of 1929

,

Crash of 1987

,

Child and dependent care credit

,

Consolidated tax return

,

Coefficient of determination

,

Cup and handle

,

Certificate of delivery

,

Close a position

,

Closing price

,

Cornering the market

,

Curbs in

,

Date draft

,

Deposit in transit

,

Date of issue

,

Date of payment

,

Digested security

,

Distribution date

,

Dollar price

,

Droplock security

,

Due date

,

Del credere agency

,

Division of Enforcement

,

Division of Investment Management

,

Division of Market Regulation

,

Date of record

,

Dividend discount model

,

Dividend in arrears

,

Dividend rate

,

Desk (the)

,

Diminishing return

,

Discount rate

,

Division of labor

,

Delivery price

,

Derivative security

,

Decreasing term life

,

Dated date

,

De-escalation clause

,

De facto

,

Doing business as

,

Durable Power of Attorney

,

Date of maturity

,

Debtor in possession

,

Debtor-in-possession financing

,

Deed of Release

,

Deed of Trust

,

Default risk

,

Discharge of bankruptcy

,

Discharge of lien

,

Due-on-sale clause

,

Deep in the money

,

Deep out of the money

,

Deed of Surrender

,

Department of Housing and Urban Development

,

Distressed security

,

Diversifiable risk

,

Dogs of the Dow

,

Depth of market

,

Downside risk

,

Economic value

,

Effective annual interest rate

,

Eurodollar certificate of deposit

,

Embedded option

,

Equity risk premium

,

Escrowed to maturity

,

Event risk

,

Exchangeable security

,

Exempt security

,

Ex-legal

,

Either-or order

,

ECU

,

Exchange rate

,

Economic growth rate

,

Edge Act

,

E-mini

,

Exchange of spot

,

Ex-pit transaction

,

Effective date

,

Excluded risk

,

Effective tax rate

,

Equity option

,

Ex-all

,

Expected return

,

Early exercise

,

European-style option

,

Exchange-traded option

,

Exercise

,

Exercise assignment

,

Exercise limit

,

Exercise notice

,

Exercise ratio

,

Expiration date

,

Ex-warrants

,

Employee Retirement Income Security Act of 1974

,

Ex-rights

,

Ex-rights date

,

Factor

,

First In First Out

,

Federal Savings and Loan Association

,

First call date

,

Flight to quality

,

Floating-rate bond

,

Flow of funds

,

Full price

,

Fill or kill

,

Front-ending an order

,

Floating exchange rate

,

Foreign currency option

,

Foreign exchange rate

,

Forward exchange rate

,

Forward P/E

,

Factors of production

,

Favorable balance of trade

,

Federal Reserve Discount Rate

,

Free market price

,

Forward price

,

Futures option

,

Futures price

,

Fair market value

,

Form 8-K

,

Form S-1

,

Forward pricing

,

Floating security

,

Friends and family offering

,

Fair Credit Reporting Act

,

Fair Debt Collection Practices Act

,

Financial risk

,

Fixed rate

,

Fixed-rate loan

,

Fixed-Rate Mortgage

,

Floating rate

,

Forward interest rate

,

Forward Rate Agreement

,

Full faith and credit

,

Family of funds

,

Fund of funds

,

Far option

,

Free and clear

,

Federal Insurance Contributions Act

,

Free right of exchange

,

Fair value

,

Graduated security

,

Glass-Steagall Act

,

Good Til Canceled

,

G-7

,

GDP implicit price deflator

,

General Agreement on Tariffs and Trade

,

G-8

,

Growth and income fund

,

Grant date

,

Gather in the stops

,

Hart-Scott-Rodino Act of 1976

,

Hit the bid

,

House of issue

,

Health Insurance Portability and Accountability Act

,

Holder in due course

,

Home equity line of credit

,

Home Mortgage Disclosure Act

,

Head and shoulders

,

Hammering the market

,

Held at the opening

,

Holding the market

,

Horizontal price movement

,

Imputed value

,

In escrow

,

Inflation-indexed security

,

Interest rate collar

,

Interest rate risk

,

Interest rate swap

,

Intermediate-term

,

Intrinsic value

,

Investment security

,

Investment value

,

Issue date

,

In-house

,

Investment Advisor Act of 1940

,

Investment Company Act of 1940

,

In line

,

Inflation rate

,

Interest rate futures

,

Interbank Rate

,

Insider Trading sanctions Act of 1984

,

Internal Rate of Return

,

Indication of interest

,

Inc.

,

In intestacy

,

Interest rate

,

Interest rate cap

,

Interest rate ceiling

,

Interest rate floor

,

In play

,

In-process research and development

,

Income risk

,

Implied volatility

,

Index option

,

Interest rate option

,

I/O strip

,

In-service withdrawal

,

Idiosyncratic risk

,

Individual tax return

,

Imbalance of orders

,

In and out

,

In sympathy

,

In the tank

,

Jointly and severally

,

Jumping the gun

,

Joint and several liability

,

Joint and survivor annuity

,

Joint return

,

Joint tax return

,

Knock-out option

,

Last In First Out

,

Liquidation value

,

Lender of last resort

,

Law of one price

,

Letter security

,

Limited risk

,

Long-term

,

Lending at a rate

,

Limit-on-close order

,

Limit price

,

Long Market Value

,

Law of demand

,

Law of supply

,

London International Financial Futures and Options Exchange

,

London Inter-Bank Offer Rate

,

Level term insurance

,

Long-term care insurance

,

Long-term debt

,

Long-Term Equity Anticipation Securities

,

Letter of comment

,

Legal risk

,

Line of credit

,

Loan-to-cost

,

Loan-to-value

,

Loan value

,

Loan-value ratio

,

Lock-in

,

Long-term mortgage

,

Load-adjusted return

,

Lapsed option

,

Listed option

,

Long-term lease

,

Leading the market

,

Locked in

,

Long-term gain or loss

,

Level I quotes

,

Marketable security

,

Market conversion price

,

Maturity

,

Maturity date

,

Maturity gap

,

Maturity value

,

Medium-term

,

Medium-term bond

,

Mortgage-backed security

,

Mortgage pass-through security

,

Make a market

,

Margin rate

,

Market on close order

,

Mark-to-market

,

Medium of exchange

,

Marginal propensity to consume

,

Market rate

,

Money at call

,

Money factor

,

Mortgage rate

,

Mortgage risk

,

Mill rate

,

Mean return

,

Mode

,

Market return

,

Market-value weighted index

,

Market Volatility Index

,

Maximum price fluctuation

,

Net book value

,

Negotiable certificate of deposit

,

Negotiable Order of Withdrawal

,

Negotiable security

,

Nominal rate

,

Notice of Sale

,

National Association of Securities Dealers

,

National Association of Securities Dealers Automated Quotations system

,

Non-equity option

,

Net Asset Value

,

Null and void

,

Notice of Default

,

Naked option

,

Near option

,

Non-qualified stock option

,

Non-statutory stock option

,

National Association of Real Estate Investment Trusts

,

Nominal value

,

Off the books

,

Other long term liabilities

,

Office of Thrift Supervision

,

Offering price

,

Out-of-favor

,

Over-the-Counter

,

On-floor order

,

On margin

,

Option account

,

Or better

,

Operating rate

,

Option

,

Offering date

,

Opinion of title

,

On account

,

On-the-spot loan

,

Option income fund

,

Option chain

,

Option contract

,

Option holder

,

Option margin

,

Option pool

,

Option premium

,

Option price

,

Option pricing curve

,

Option series

,

Option spread

,

Option writer

,

Out of the money

,

Old age, survivors, and disability insurance

,

On-balance volume

,

On close

,

On open

,

On the opening

,

Option exchange

,

Pooling of interests

,

Pre-depreciation profit

,

Pre-tax profit margin

,

Profit and loss statement

,

Pass-through coupon rate

,

Payment date

,

Payment-in-kind security

,

Premium over bond value

,

Premium over conversion value

,

Price Value of a Basis Point

,

Payable date

,

P&L

,

Price index

,

Producer Price Index

,

Parity price

,

Price limit

,

Pre-existing conditions

,

Public offering price

,

Power of Attorney

,

Pool factor

,

Prepayment risk

,

Prime rate

,

Principal risk

,

Prioritization of debt

,

Projected maturity date

,

Private Market Value

,

Prime rate fund

,

Physical option

,

Price spread

,

Put option

,

Prudent Expert Act

,

Paid-in capital

,

Paid-in surplus

,

Percent held by institutions

,

Pre-syndicate bid

,

Private Investment in Public Equity

,

Preservation of capital

,

Point-and-figure chart

,

Painting the tape

,

Price range

,

Price-weighted index

,

Quick turn

,

Replacement value

,

Reports and Records

,

Residual value

,

Retention rate

,

Return of capital

,

Return on Capital

,

Return on Invested Capital

,

Return on Total Assets

,

Risk adjusted return

,

Run rate

,

Real interest rate

,

Rate covenant

,

Redemption date

,

Redemption price

,

Registered security

,

Remaining maturity

,

Residual security

,

Restricted security

,

Return

,

Risk

,

Reading the tape

,

Regulation D

,

Regulation G

,

Regulation T

,

Regulation U

,

Round of funding

,

Rules of Fair Practice

,

Rate of exchange

,

Reciprocal of European terms

,

Record date

,

Real economic growth rate

,

Retail Price Index

,

Round turn

,

Reinvestment risk

,

Regulation A

,

Right of first refusal

,

Right of rescission

,

Right to Know

,

Rate-improvement

,

Rate lock

,

Renegotiable rate

,

Revolving line of credit

,

Right of recourse

,

Rule of 78

,

Right of redemption

,

Retirement Equity Act of 1984

,

Risk/return trade-off

,

Risk arbitrage

,

Risk-averse

,

Riskless arbitrage

,

Risk management

,

Risk neutral

,

Risk premium

,

Risk seeking

,

Return on Capital Employed

,

Rate of return

,

Real rate of return

,

Risk capital

,

Salvage value

,

SEC filing

,

Selling, General and Administrative Expenses

,

SG&A

,

Savings and Loan

,

Short-term reserves

,

Sight letter of credit

,

S&L

,

SEC

,

Securities and Exchange Commission

,

Short-term

,

Spot rate

,

Stamped security

,

Straight value

,

SEC fee

,

Segregation of securities

,

Sell the book

,

Stop price

,

Savings rate

,

Standard of living

,

Swap rate

,

Systemic risk

,

Settlement price

,

Spot price

,

Second-to-die insurance

,

Surrender value

,

Stock option

,

Stock option plan

,

Subscription price

,

Statute of Limitations

,

Sale and leaseback

,

Satisfaction of debt

,

Security interest

,

Security loan

,

Senior security

,

Start rate

,

Staggered board of directors

,

Selling the spread

,

Short market value

,

Single option

,

Spread option

,

Social Security

,

Social Security Tax

,

Shareholder value

,

Share price

,

Split-adjusted price

,

Security analysis

,

Selling short against the box

,

Shorting against the box

,

S Corporation

,

Short-term gain or loss

,

Standard mileage rate

,

Subchapter M

,

Subchapter S Corporation

,

Schedule C

,

Securities Act of 1933

,

Securities Acts Amendments of 1975

,

Securities Exchange Act of 1934

,

Seek a market

,

Settlement date

,

S&P phenomenon

,

Stop and reverse

,

Term CD

,

T-Bill

,

Term

,

Term bond

,

Term to maturity

,

Treasury Inflation-Protected Security

,

Trust-preferred security

,

Take a position

,

Total return

,

Trailing P/E

,

Term insurance

,

Total return index

,

Tenancy by the entirety

,

Teaser rate

,

Term deposit

,

Term loan

,

Truth in Lending

,

Term trust

,

Theoretical value

,

Tenancy at will

,

Top hat plan

,

The Street

,

Timing the market

,

Taxpayer Relief Act of 1997

,

Tax Reform Act of 1986

,

Tax Reform Act of 1993

,

Tax return

,

Take a bath

,

Target price

,

Term repo

,

Trade date

,

Term sheet

,

U.S. Government Agency Security

,

U.S. Savings Bond

,

U.S. Treasury

,

U.S. Treasury Bill

,

U.S. Treasury Bond

,

U.S. Treasury Note

,

U.S. Treasury Securities

,

Underlying debt

,

Unlimited risk

,

Uniform Securities Act

,

Unemployment rate

,

Underlying security

,

Uncovered option

,

Unsystematic risk

,

Unit of trade

,

Unit of trading

,

Variable rate

,

Value stock

,

Value averaging

,

Value investing

,

Value Added Tax

,

Volatility

,

Written-down value

,

Williams Act

,

Wage price spiral

,

Waiver of premium

,

Widow-and-orphan stock

,

When, as, and if issued

,

X or XD

,

Year-To-Date

,

Yield to call

,

Yield to maturity

,

Yield to worst

,

Y shares


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