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隐含波动性 - Yinhan bodongxing
参见: 波动性, Volatility
指期权价格中所隐含的波动性预测，即是由期权本身的价格,反推出市场人士所预期的标的资产的价格波动程度. 标的资产是指行使期权时可以买进或卖出的资产. 隐含波动性显示的是对价格波动剧烈程度的预期,并不反映对价格变动方向的预期. 波动性以年率(annualized percentage)的方式表示。
Implied Volatility
See also: Volatility
The volatility implied in the price of an option. It is a measure of how much the market thinks prices will move given a known option price. It indicates the size, but not the direction, of the movement expected. Volatility is expressed as an annualized percentage.
