Volatility with Stephen Roseme
The HC Commodities Podcast
00:00
What Is Volatility?
Volatility is simply a measure of a market's tendency to change quickly and unpredictably. We look at volatility in typically two different forms, one is what we call historical volatility where we're looking backwards over a period of time. Then we look at the implied volatility, which we extract from option values and that is really polling what traders believe volatility will be looking ahead. Those are the two primary measures of volatility when we're discussing this.
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