Implied Volatility in plain English

Discussion in 'Options' started by optionsforum, Sep 18, 2013.

  1. http://en.wikipedia.org/wiki/Implied_volatility

    "
    Implied volatility as a price

    Another way to look at implied volatility is to think of it as a price, not as a measure of future stock moves. In this view it simply is a more convenient way to communicate option prices than currency. Prices are different in nature from statistical quantities: one can estimate volatility of future underlying returns using any of a large number of estimation methods; however, the number one gets is not a price. A price requires two counterparties, a buyer and a seller. Prices are determined by supply and demand. Statistical estimates depend on the time-series and the mathematical structure of the model used. It is a mistake to confuse a price, which implies a transaction, with the result of a statistical estimation, which is merely what comes out of a calculation. Implied volatilities are prices: they have been derived from actual transactions. Seen in this light, it should not be surprising that implied volatilities might not conform to what a particular statistical model would predict.

    "

     
    #11     Sep 23, 2013
  2. trilogic

    trilogic

    long run

    do options traders who delta hedge "on a regular basis" make better returns than those who use options as a tool just to buy and sell the "market" without regard to "if" the option are over / under valued ? What do good option traders returns look like relative to a regular long/short fund ?


    If one understand the model inefficiencies would there not be free money laying all around the markets ?
     
    #12     Oct 12, 2013
  3. r u sure real life doesnt mimic bs?
     
    #13     Oct 12, 2013
  4. what I dont get is how the market makers are able to make money on 1 cent spreads in active options. must be the fees.
     
    #14     Oct 12, 2013
  5. How about using mark-to-fantasy like some of the listed derivatives today?

    A stock's price can also be looked at as a kind of implied volatility limit as theta approaches zero.

    I like to think of IV as a measure of the market's perceived risk at any given point.
     
    #15     Oct 13, 2013
  6. trilogic

    trilogic

    Everything is "mispriced" that's why underlying, then the options move ? Sometimes the skew will be leaning then at some random point during the day or next couple days the "options" get it right
     
    #16     Oct 13, 2013
  7. newwurldmn

    newwurldmn

    The forces that move stocks are far larger than the forces that care about black scholes.
     
    #17     Oct 13, 2013
  8. So true!

    Everyone starting out trading options should think about this.
     
    #18     Oct 14, 2013
  9. Georgi90

    Georgi90

    what you care which force is greater. I trade options and I am more interested in the black scholes than only the stock movement itself.
     
    #19     Oct 14, 2013
  10. I trade options too bubba.

    Gets a bit old when you have technically perfect positions on that go down the toilet when Uncle Ben opens his gap, so yes, I do care what the underlying does.
     
    #20     Oct 14, 2013