/biz/ - Business & Finance

Anonymous Tue, Aug 22, 2023 05:05:03 No.55905985 [View]
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Why yes, I will be shorting tech tomorrow.

>>55905939
I understand how int/ext value works, but I've always thought of IV as the missing variable that justifies the market price in the BS formula. That is, if market IV > expected IV, there is risk premium. In other words, you can compare IV across different expiries and strikes and know whether the market has inflated value on that. I guess volatility surfaces

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/biz/ - Business & Finance

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