Implied Volatility definition

Implied Volatility. The estimated volatility of the price of the underlying market between the time of calculation and the time of expiry.

Implied Volatility means the Chicago Board of Options Exchange OEX Volatility Index ("VIX"). Bloomberg code VIX Index (go) SCHEDULE 6 TO FINANCIAL WARRANTY AGREEMENT LIQUIDITY The Multiple shall be adjusted as follows (subject to the Calculation Agent determining, in its sole discretion, if a higher Multiple shall be used):

Implied Volatility. The estimated volatility of the price of the underlying market between the time of calculation and the time of expiry. “Initial Margin” The funds required by Basis for a user to open (and maintain) a trade. “IP Rights” IP rights are defined in Section 2.19). “Law” All applicable laws, rules, regulations, judgements, decrees, treaties, ordinances, orders and rulings, interpretations and statements of policy, of any Governmental Authority or self-regulatory organisation, authority, agency or body, in each case which has jurisdiction over Basis, the User, or their respective operations. "Long Position" An Open Position that results from the purchase of the Base Currency. “Marked to Market” The value of an open position calculated at the current Deal price.

Examples of Implied Volatility in a sentence

• Modelling Short‑Term Currency Implied Volatility: Many of the factors described above are difficult to place in a simple linear econometric model.

• Rules to trade Options 05 Manage winning trades 06 Using Risk Defined trades 04 Trade across uncorrelated tickers $$ 07 Maintain Cash Liquidity 03 Appropriate position sizing 08 Maximize number of trades 02 Statistical edge via Delta 09 Spread out expiration dates 01 Adequate Options liquidity 10 Target high Implied Volatility environment ABOUT DOLAT ALGOTECH LTD.

• The payment made by the buyer of the option and calculated based on the relationship between: Implied Volatility, Notional, the prevailing spot FX rate, Non-Deliverable Forward FX rate, Strike(s), delta and the interbank deposit rates used for each of the currencies at time of trade.

• The payment made by the buyer of the option and calculated based on the relationship between: Implied Volatility, Notional, the prevailing spot FX rate, Forward FX, Strike(s), delta and the interbank deposit rates used for each of the currencies at time of trade.

More Definitions of Implied Volatility

Implied Volatility has the meaning provided in Schedule 5.

Implied Volatility. The estimated volatility of the price of the underlying market between the time of calculation and the time of expiry. “Initial Margin” The funds required by BidX for a User to open (and maintain) a trade. “IP Rights” IP rights are defined in Section 2.19). “Law” All applicable laws, rules, regulations, judgements, decrees, treaties, ordinances, orders and rulings, interpretations, and statements of policy, of any Governmental Authority or self- regulatory organisation, authority, agency, or body, in each case which has jurisdiction over BidX, the User, or their respective operations.

Implied Volatility means for any Exchange Business Day, the mid-market implied volatility of the relevant Shares, as determined by the Calculation Agent by interpolating or extrapolating from the most comparable listed put or call option (which shall be of the same Option Type as the Equity Option Transaction being cancelled) on the relevant Shares as determined by the Calculation Agent taking into account the nearest strike price, maturity and “in-the-money” or “out-of-the-money” amount, as the case may be, and such other factors that the Calculation Agent deems appropriate. To the extent that such a listed option doesnot exist or the Calculation Agent determines that the market for such listed option is not sufficiently liquid for the purpose of the relevant calculation, the Implied Volatility will be determined by the Calculation Agent by whatsoever means it deems appropriate;