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IVX Monitor
IVX is a volatility (finance), volatility index providing an intraday, VIX-like measure for any of US securities and exchange traded instruments. IVX is the abbreviation of Implied Volatility Index and is a popular measure of the implied volatility of each individual stock. IVX represents the cost level of the options for a particular security and comparing to its historical levels one can see whether IVX is high or low and thus whether options are more expensive or cheaper. IVX values can be compared for the stocks within one industry to find names which significantly differ from what is observed in overall sector. Specifications IVX is an expected stock volatility over a future period. It is derived from current option prices and it is available for any optionable security To calculate this index they use a proprietary weighting technique factoring the Delta and Vega of each option participating in its calculations. In total, 8 ATM options (4 calls and 4 puts) are used with ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
IVX Monitor
IVX is a volatility (finance), volatility index providing an intraday, VIX-like measure for any of US securities and exchange traded instruments. IVX is the abbreviation of Implied Volatility Index and is a popular measure of the implied volatility of each individual stock. IVX represents the cost level of the options for a particular security and comparing to its historical levels one can see whether IVX is high or low and thus whether options are more expensive or cheaper. IVX values can be compared for the stocks within one industry to find names which significantly differ from what is observed in overall sector. Specifications IVX is an expected stock volatility over a future period. It is derived from current option prices and it is available for any optionable security To calculate this index they use a proprietary weighting technique factoring the Delta and Vega of each option participating in its calculations. In total, 8 ATM options (4 calls and 4 puts) are used with ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
