


Definition: 
Implied volatility is the value of the expected volatility imputed from an option pricing model such as the BlackScholes formula, given the option price, the asset’s price, the exercise price, the time to maturity, and the riskfree interest rate.

Source
Publication: 
OECD Economic Outlook Glossary + investopedia.com.

Statistical
Theme: Financial statistics 
Created
on Friday, March 21, 2003 
Last
updated on Friday, June 14, 2013 












