AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
3min chapter
Dr. Benn Eifert - Bad Ideas (S3E3)
Flirting with Models
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 expensiveness of a given option. How are you thinking about measuring that cheapness? You can look at take your example of a $50 stock and this question of $70 is that a you know maybe I want to sell the stock there. The options market tells you what the implied probability of the stock getting to $70 over any time horizon is.
00:00
Transcript
Episode notes
Get the Snipd
podcast app
Unlock the knowledge in podcasts with the podcast player of the future.
AI-powered
Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode
Save any
moment
Hear something you like? Tap your headphones to save it with AI-generated key takeaways
Share
& Export
Send highlights to Twitter, WhatsApp or export them to Notion, Readwise & more
AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode