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In financial mathematics, the implied volatility (IV) of an option contract is that value of the volatility of the underlying instrument which, when input in an option pricing model (such as Black–Scholes), will return a theoretical value equal to the current market price of said option. A non-option financial instrument that has embedded optionality, such as an interest rate cap, can also have an implied volatility. Implied volatility, a forward-looking and subjective measure, differs from historical volatility because the latter is calculated from known past returns of a security. To understand where implied volatility stands in terms of the underlying, implied volatility rank is used to understand its implied volatility from a one-year high and low IV.

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rdfs:label	Implizite Volatilität (de) Implied volatility (en) 隱含波動性 (zh)
rdfs:comment	Die implizite Volatilität ist eine finanzmathematische Kennzahl für Optionen und andere derivative Finanzinstrumente mit Optionskomponente. Sie lässt sich als Maß für die aktuell am Markt erwartete Schwankungsbreite des Basiswertes über die Restlaufzeit der Option interpretieren. (de) In financial mathematics, the implied volatility (IV) of an option contract is that value of the volatility of the underlying instrument which, when input in an option pricing model (such as Black–Scholes), will return a theoretical value equal to the current market price of said option. A non-option financial instrument that has embedded optionality, such as an interest rate cap, can also have an implied volatility. Implied volatility, a forward-looking and subjective measure, differs from historical volatility because the latter is calculated from known past returns of a security. To understand where implied volatility stands in terms of the underlying, implied volatility rank is used to understand its implied volatility from a one-year high and low IV. (en) 隱含波動性（又稱隱含波動價值，在香港普遍稱為引申波幅）是一個計量金融概念。一個期權的隱含波動性是用某個期權定价模型，從該期權的市場價格（權利金）中計算出的波動性。換言之，一個期權的隱含波動性在被代入定价模型後，所得出的理論價格將和該期權的市場價格相吻合。除了期權之外，其他具有嵌入式選擇性的金融工具，如也有隱含波動性。隱含波動性是一種預測未來值，與利用歷史數據得出的歷史波動性不同。 (zh)
dcterms:subject	Derivatives (finance) Mathematical finance
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Link from a Wikipage to another Wikipage	European call option Binomial options pricing model Brent's method Risk-free interest rate Underlying VIX Inverse function theorem Volatility smile Derivatives (finance) S&P 500 Index SABR volatility model Chicago Board Options Exchange Option (finance) Big Data Delta neutral Forward volatility Asymptotic expansion Inverse function Mathematical finance Black–Scholes model Heston model Financial instrument Greeks (finance) Nasdaq Newton's method Interest rate cap Security (finance) Stochastic volatility Volatility (finance) IVX Rational functions Data Science Valuation of options Polynomials Financial mathematics Monotonically increasing Root finding
Link from a Wikipage to an external page	http://wildrosehedging.com/option_volatility.html https://web.archive.org/web/20160304103655/http:/www.serdarsen.somee.com/Lognormal.aspx http://ideas.repec.org/a/eee/jbfina/v5y1981i3p363-381.html http://www.smartquant.com/references/Volatility/vol17.pdf https://marketxls.com/beta-formula-in-excel/
sameAs	Implied volatility Implied volatility Implied volatility Implied volatility Implied volatility Implied volatility Implied volatility
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has abstract	Die implizite Volatilität ist eine finanzmathematische Kennzahl für Optionen und andere derivative Finanzinstrumente mit Optionskomponente. Sie lässt sich als Maß für die aktuell am Markt erwartete Schwankungsbreite des Basiswertes über die Restlaufzeit der Option interpretieren. (de) In financial mathematics, the implied volatility (IV) of an option contract is that value of the volatility of the underlying instrument which, when input in an option pricing model (such as Black–Scholes), will return a theoretical value equal to the current market price of said option. A non-option financial instrument that has embedded optionality, such as an interest rate cap, can also have an implied volatility. Implied volatility, a forward-looking and subjective measure, differs from historical volatility because the latter is calculated from known past returns of a security. To understand where implied volatility stands in terms of the underlying, implied volatility rank is used to understand its implied volatility from a one-year high and low IV. (en) 隱含波動性（又稱隱含波動價值，在香港普遍稱為引申波幅）是一個計量金融概念。一個期權的隱含波動性是用某個期權定价模型，從該期權的市場價格（權利金）中計算出的波動性。換言之，一個期權的隱含波動性在被代入定价模型後，所得出的理論價格將和該期權的市場價格相吻合。除了期權之外，其他具有嵌入式選擇性的金融工具，如也有隱含波動性。隱含波動性是一種預測未來值，與利用歷史數據得出的歷史波動性不同。 (zh)
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is Link from a Wikipage to another Wikipage of	Put–call parity Black Monday (1987) VDAX VIX Interest rate cap and floor Volatility smile Mathematical finance S&P/ASX 200 VIX SABR volatility model Elliott wave principle Option (finance) Variance swap Effects of the Great Recession Copula (probability theory) Equity premium puzzle Calendar spread Options spread Short squeeze Market risk Additive process

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