Posted on March 17, 2021
| 5 minutes
| 920 words
| Iulian Costan
Historical volatility (also called realized volatility) measures how far the normal standard deviation is from expected mean, over a given period of time.
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Posted on February 16, 2021
| 4 minutes
| 730 words
| Iulian Costan
Greeks or Options Greeks are tools/statistics which measure sensitivity (responsiveness, calculus anyone?) of option price to changes in various parameters: underlying price, volatility, time, etc…
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Posted on January 28, 2021
| 4 minutes
| 748 words
| Iulian Costan
Black-Scholes formula… maybe not as important and well-known as compounding interest-rate but still the most famous formula among options traders.
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