Sentences with phrase «leading measure of volatility»

Not exact matches

Furthermore, there had been a significant rise in hedging activity leading into the event, with a spike in the cost of such hedges as measured by implied option volatility.

Scrambling to hedge their positions against further losses, investors bid up the prices of options, leading to the surge in the VIX, a gauge that measures the implied volatility of near - term S&P 500 index options.

This proposal was designed to approximate the interest rate that a large percentage of the students in the calculation received, even those students who attended four - year programs, and to mitigate any year - to - year fluctuations in the interest rates that could lead to volatility in the results of programs under the D / E rates measure.