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Compare volatility smiles from bid and ask prices for calls and puts with 93 days to expiration . Compare historical volatility for a reach-back period of 93 days (yellow dot). When an option price is less than the theoretical value would be if the underlying had an expected volatility of 0%, Marlow negative implied volatility preserves comparative information. |
Compare term structures of implied volatility from bid prices of put options with different strike prices with term structure of historical volatility (yellow line). | |
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Option Chain Implied Volatility
Calculator and Dynamic Display Engine To learn more about the calculator and display engine , click here. Jerry Marlow, MBA
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