For Implied Volatility we have terms and definitions in 4 topics. The topics are Finance, Financial, International Business and Options.

Implied Volatility (Finance)

The expected volatility in a stock's return derived from its option price, maturity date, exercise price, and riskless rate of return, using an option pricing model such as Black-Scholes.

Implied Volatility (Financial)

Is the current volatility or the level of volatility required to generate an option premium given a known market price for the underlying, an interest rate, an expiration date and a strike price. Is the current volatility or the level of volatility required to generate an option premium given a known market price for the underlying, an interest rate, an expiration date and a strike price.

Implied Volatility (International Business)

The volatility that is implied by an option value given the other determinants of option value.

Implied Volatility (Options)

A measure of the volatility of the underlying stock, it is determined by using option prices currently existing in the market at the time rather than using historical data on the price changes of the underlying stock. See also Volatility.

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