Thursday, June 15, 2017

IV of securities?

I understand IV for options is the expected range of price movement before expiry, but what is the assumed time period for the IV of the underlying security?

For example, optionshouse is telling me the current IV of $VTI is 8.80%. Is that the expected movement for a day? A year? There's no indication given



Submitted June 15, 2017 at 10:40PM by ReddittyMcRedditface http://ift.tt/2rxgdmM

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