Market Measures

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Observed Volatility

Market Measures

Options involve risk and are not suitable for all investors. Please read Characteristics and Risks of Standardized Options before deciding to invest in options.

The range of expected future movement for an underlying is described by the metric implied volatility (IV).

The actual or observed volatility as time time passes is called the realized volatility (RV).

One is a measure of risk; the other is a measure of return.

Join Tom and Tony today as they look at new research and interesting statistics between IV and RV.

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