Market Measures - September 21, 2020 - Observed Volatility


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Sep 21 2020 9 mins   11
The range of expected future movement for an underlying is described by the metric implied volatility (IV). The actual or observed volatility as time time passes is called the realized volatility (RV). One is a measure of risk; the other is a measure of return. Join Tom and Tony today as they look at new research and interesting statistics between IV and RV.