Sentences with phrase «implied volatility ratio»
Not exact matches
That's shown in the chart by the ratio of one - month implied volatility for companies hosting analyst days in March, relative to the average S&P 500.
http://www.businessinsider.com/
Our paper examines a comprehensive suite of volatility measures including actual volatility, volatility implied by option pricing, beta, credit default spreads, preferred stock yields and earnings price ratios.
Some indicators also describe sentiment, such as short interest, implied volatility, put / call ratios, «fear» or «greed», and so forth.