Option Volatility
From Open Risk Manual
Definition
Option Volatility. A measure of the fluctuation in the market price of the underlying security. Mathematically, volatility is the annualized standard deviation of returns. More generally: A measure of stock price fluctuation. Mathematically the volatility is the annualized standard deviation of a stock's daily price changes
Disclaimer
This entry annotates a FIBO Ontology Class. FIBO is a trademark and the FIBO Ontology is copyright of the EDM Council, released under the MIT Open Source License. There is no guarantee that the content of this page will remain aligned with, or correctly interprets, the concepts covered by the FIBO ontology.
Facts about "Option Volatility"
| IsDefinedBy URI of an entity that is defined via an imported vocabulary. | https://spec.edmcouncil.org/fibo/ontology/MD/DerivativesTemporal/ETOptionsTemporal/index-en.html + |
