Options, volatility, and the things we don't know we don't know (ARCHIVES S3E3)
Flirting with Models
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How Do You Measure Implied Volatility?
One of the things that I often hear when talking to folks who use options frequently is the implied sort of cheapness or expansiveness of a given option looking at the implied volatility. How do you think about trying to say well this implied vol is too expensive or too cheap? If you're not a absolute return volatility manager one simple way to think about option prices is just in the context of the probability of different events happening.
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