Practical Guide to Understanding Implied Volatilities

A mathematical approach to determine and understand implied volatilities

Kevin Mekulu

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Photo by Ian Panelo from Pexels

Summary

  • Implied volatility is a key component when determining the theoretical price of a European call option
  • Unlike price, implied volatility cannot be instantaneously measured. It’s an average and…

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Kevin Mekulu

Ph.D Candidate | Applied Maths & Industrial Engineering