Implied Volatility

Some Implied Volatility of Traded Options: “The implied volatility of the share price determined from the market prices of traded options or other traded financial instruments such as outstanding convertible debt, if any”. (1)
“Implied volatility can be useful in estimating expected volatility because it is generally reflective of both historical volatility and expectations of how future volatility will differ from historical volatility.” (2)

MITI can calculate an Implied Volatility Matrix for the company’s short-dated and long-dated exchange traded options.