Sentences with phrase «big implied volatility»

And so it will be until the next big implied volatility explosion occurs.

Not exact matches

Rick Frisbie: I think there are some expectations of uncertainty out there when you look at implied dollar futures out around the election, there is some expected volatility, but certainly we have lived in this kind of «TINA» world («There Is No Alternative») to equities and that has been a big boon for them.

SPX implied volatility at 80 % and 90 % moneyness generally has been much higher than at 100 % moneyness — this reflects the fact that there often is big demand for out - of - the - money SPX puts to be used for portfolio protection.

While big - lettered titles are familiar in the book world, the volatility implied in both these treatments is pointed and apt: the book has a lot to do with domestic abuse and what's being subtly communicated here is that violence itself is questioned in the course of the novel.