Sentence examples for volatility of the underlying from inspiring English sources

Because volatility drives the sale and price of options and trading stock normally in a volatile market is risky, consider trading binary options on the volatility of the underlying market.

The first project I worked on was about the effect of ETF ownership on the volatility of the underlying stocks.

The Black-Scholes formula shows that an option's value depends on the volatility of the underlying assets.

The other problem facing Wendel is the essential volatility of the underlying businesses.

In many cases, it underestimates the volatility of the underlying stock.

A key factor in pricing these options is the price volatility of the underlying stock, which makes sense on the face of it.

In each issue you will find two or three options-selling ideas, ranked as conservative, aggressive and speculative according to the volatility and fundamentals of the underlying stock.

Long-term options activity initiated by one investor this morning suggests greater volatility in the price of the underlying fund through January 2011 expiration.

Abercrombie & Fitch : Short straddle plays initiated on clothing company Abercrombie & Fitch suggest investors expect ANF-shares to remain range-bound and anticipate lower volatility in the price of the underlying stock through March expiration.

A large short straddle enacted in earlier trading suggests one individual expects decreased volatility in the price of the underlying going forward, while plain-vanilla call buying indicates bullish sentiment by another investor.

In addition to traditional realized volatility measures and the role of the underlying sampling frequencies, we also explore the forecasting performance of several alternative volatility measures designed to mitigate the impact of the microstructure noise.