Marketside chats #3: More options for non-dummies

December 19, 2013

This article will: show you how to convert stock volatilities to something intuitive explain in basic terms the fancy concept of convexity Please read Marketside chats #2: Options for non-dummies first for some of the other terminology.   Implied volatility (IV, a.k.a. vol) The implied volatility of a stock (or index) is the standard deviation of its expected future… Read more