Implied Volatility definition

Implied Volatility means the Chicago Board of Options Exchange OEX Volatility Index ("VIX"). Bloomberg code VIX Index (go) SCHEDULE 6 TO FINANCIAL WARRANTY AGREEMENT LIQUIDITY The Multiple shall be adjusted as follows (subject to the Calculation Agent determining, in its sole discretion, if a higher Multiple shall be used):
Sample 1Sample 2Sample 3
Implied Volatility has the meaning provided in Schedule 5.
Sample 1Sample 2
Implied Volatility. The estimated volatility of the price of the underlying market between the time of calculation and the time of expiry. “Initial Margin” The funds required by Basis for a user to open (and maintain) a trade. “IP Rights” IP rights are defined in Section 2.19). “Law” All applicable laws, rules, regulations, judgements, decrees, treaties, ordinances, orders and rulings, interpretations and statements of policy, of any Governmental Authority or self-regulatory organisation, authority, agency or body, in each case which has jurisdiction over Basis, the User, or their respective operations. "Long Position" An Open Position that results from the purchase of the Base Currency. “Marked to Market” The value of an open position calculated at the current Deal price.
Sample 1Sample 2

Examples of Implied Volatility in a sentence

  • Modelling Short‑Term Currency Implied Volatility: Many of the factors described above are difficult to place in a simple linear econometric model.

  • Rules to trade Options 05 Manage winning trades 06 Using Risk Defined trades 04 Trade across uncorrelated tickers $$ 07 Maintain Cash Liquidity 03 Appropriate position sizing 08 Maximize number of trades 02 Statistical edge via Delta 09 Spread out expiration dates 01 Adequate Options liquidity 10 Target high Implied Volatility environment ABOUT DOLAT ALGOTECH LTD.

  • The payment made by the buyer of the option and calculated based on the relationship between: Implied Volatility, Notional, the prevailing spot FX rate, Non-Deliverable Forward FX rate, Strike(s), delta and the interbank deposit rates used for each of the currencies at time of trade.

  • The payment made by the buyer of the option and calculated based on the relationship between: Implied Volatility, Notional, the prevailing spot FX rate, Forward FX, Strike(s), delta and the interbank deposit rates used for each of the currencies at time of trade.


More Definitions of Implied Volatility

Implied Volatility. The estimated volatility of the price of the underlying market between the time of calculation and the time of expiry.
Sample 1Sample 2
Implied Volatility. The estimated volatility of the price of the underlying market between the time of calculation and the time of expiry. “Initial Margin” The funds required by BidX for a User to open (and maintain) a trade. “IP Rights” IP rights are defined in Section 2.19). “Law” All applicable laws, rules, regulations, judgements, decrees, treaties, ordinances, orders and rulings, interpretations, and statements of policy, of any Governmental Authority or self- regulatory organisation, authority, agency, or body, in each case which has jurisdiction over BidX, the User, or their respective operations.
Sample 1
Implied Volatility means for any Exchange Business Day, the mid-market implied volatility of the relevant Shares, as determined by the Calculation Agent by interpolating or extrapolating from the most comparable listed put or call option (which shall be of the same Option Type as the Equity Option Transaction being cancelled) on the relevant Shares as determined by the Calculation Agent taking into account the nearest strike price, maturity and “in-the-money” or “out-of-the-money” amount, as the case may be, and such other factors that the Calculation Agent deems appropriate. To the extent that such a listed option doesnot exist or the Calculation Agent determines that the market for such listed option is not sufficiently liquid for the purpose of the relevant calculation, the Implied Volatility will be determined by the Calculation Agent by whatsoever means it deems appropriate;
Sample 1

Related to Implied Volatility

  • Volatility means, in respect of the price of a security, a numerical measure of the tendency of the price to vary over time.

  • Volatility Buffer means, with respect to a Transaction, an amount equal to the product of (a) the Factor applicable to the Transaction and (b) the Notional Amount of the Transaction.

  • Dilution Volatility Component means the product (expressed as a percentage) of (i) the difference between (a) the highest three (3)-month rolling average Dilution Ratio over the past 12 months and (b) the Adjusted Dilution Ratio, and (ii) a fraction, the numerator of which is equal to the amount calculated in (i)(a) of this definition and the denominator of which is equal to the amount calculated in (i)(b) of this definition.

  • Reserve Price means the minimum price at which a bid will be accepted on the auction portal from a participating Qualified bidder

  • MSCF means one thousand standard cubic feet.

  • Index Price on a given date means the weighted average (weighted in accordance with the factors listed above) of the closing prices of the companies comprising the Index Group.

  • Cubic foot of gas means the amount of gas required to fill a cubic foot of space when the gas is at an absolute pressure of fourteen and seventy-three hundredths (14.73) pounds per square inch at a temperature of sixty (60) degrees Fahrenheit.

  • Peak tube potential means the maximum value of the potential difference across the x-ray tube during an exposure.

  • MMBtu means one million British thermal units.

  • Baseline Value for each of the Company and the Peer Companies means the dollar amount representing the average of the Fair Market Value of one share of common stock of such company over the five consecutive trading days ending on, and including, the Effective Date.

  • Congestion Price means the congestion component of the Locational Marginal Price, which is the effect on transmission congestion costs (whether positive or negative) associated with increasing the output of a generation resource or decreasing the consumption by a Demand Resource, based on the effect of increased generation from or consumption by the resource on transmission line loadings, calculated as specified in Operating Agreement, Schedule 1, section 2, and the parallel provisions of Tariff, Attachment K-Appendix, section 2.

  • Linear Interpolation means the straight-line interpolation by reference to two rates based on the Reference Rate or the ISDA Rate, as the case may be, one of which will be determined as if the Specified Duration were the period of time for which rates are available next shorter than the length of the affected Interest Period and the other of which will be determined as if the Specified Duration or the Designated Maturity, as the case may be, were the period of time for which rates are available next longer than the length of such Interest Period.

  • Mid-Market Swap Rate means for any Reset Period the mean of the bid and offered rates for the fixed leg payable with a frequency equivalent to the frequency with which scheduled interest payments are payable on the Notes during the relevant Reset Period (calculated on the day count basis customary for fixed rate payments in the Relevant Currency as determined by the Calculation Agent) of a fixed-for-floating interest rate swap transaction in the Relevant Currency which transaction (i) has a term equal to the relevant Reset Period and commencing on the relevant Reset Date, (ii) is in an amount that is representative for a single transaction in the relevant market at the relevant time with an acknowledged dealer of good credit in the swap market and (iii) has a floating leg based on the Mid-Swap Floating Leg Benchmark Rate for the Mid-Swap Maturity (calculated on the day count basis customary for floating rate payments in the Relevant Currency as determined by the Calculation Agent);

  • SAFE Price means the price per share equal to (x) the Valuation Cap divided by (y) the Fully Diluted Capitalization.

  • The Product means all of the software or softwares, all hardware, database, middleware, operating systems and/or other materials which the Supplier is required to supply to the Bank under the Contract;

  • Historical Fair Market Value means the volume weighted average price of the Ordinary Shares during the ten (10) trading day period ending on the trading day prior to the first date on which the Ordinary Shares trade on the applicable exchange or in the applicable market, regular way, without the right to receive such rights. No Ordinary Shares shall be issued at less than their par value.

  • Day-ahead Congestion Price means the Congestion Price resulting from the Day-ahead Energy Market.

  • Daily Market Price means, as of any date of determination, the closing sale price for the Common Stock (or such other applicable subject security), for the Trading Day of such date of determination (subject to equitable adjustment for any stock splits, stock dividends, reclassifications or similar events during such Trading Day and further subject to adjustment as provided herein) on the principal United States securities exchange or trading market where the Common Stock (or such other applicable subject security) is listed or traded as reported by Bloomberg, or if the foregoing does not apply, the closing sale price for the Common Stock (or such other applicable subject security) in the OTC Bulletin Board for such security as reported by Bloomberg, or, if no sale price is reported for such security by Bloomberg, the closing sale price as reported in the “pink sheets” by the Pink Sheets LLC, in each case for such date or, if such date was not a Trading Day for such security, on the next preceding date which was a Trading Day. If the Daily Market Price cannot be calculated for such security as of either of such dates on any of the foregoing bases, the Daily Market Price of such security on such date shall be the fair market value as reasonably determined by an investment banking firm selected by the Holders of a majority of the principal amount and interest of the Notes outstanding and reasonably acceptable to the Company, with the costs of such appraisal to be borne by the Company.

  • SOFR Compounded Index means the Compounded Daily SOFR rate as published at 15:00 (New York time) by Federal Reserve Bank of New York (or a successor administrator of SOFR) on the website of the Federal Reserve Bank of New York, or any successor source; and

  • Heating Value means the heat released by combustion of one pound of waste or fuel measured in Btu on an as received basis. For solid fuels, the heating value shall be determined by use of ASTM Standard D2015-66.

  • Market Price means, with respect to a particular security, on any given day, the last reported sale price regular way or, in case no such reported sale takes place on such day, the average of the last closing bid and ask prices regular way, in either case on the principal national securities exchange on which the applicable securities are listed or admitted to trading, or if not listed or admitted to trading on any national securities exchange, the average of the closing bid and ask prices as furnished by two members of the Financial Industry Regulatory Authority, Inc. selected from time to time by the Company for that purpose. “Market Price” shall be determined without reference to after hours or extended hours trading. If such security is not listed and traded in a manner that the quotations referred to above are available for the period required hereunder, the Market Price per share of Common Stock shall be deemed to be (i) in the event that any portion of the Warrant is held by the Original Warrantholder, the fair market value per share of such security as determined in good faith by the Original Warrantholder or (ii) in all other circumstances, the fair market value per share of such security as determined in good faith by the Board of Directors in reliance on an opinion of a nationally recognized independent investment banking corporation retained by the Company for this purpose and certified in a resolution to the Warrantholder. For the purposes of determining the Market Price of the Common Stock on the “trading day” preceding, on or following the occurrence of an event, (i) that trading day shall be deemed to commence immediately after the regular scheduled closing time of trading on the New York Stock Exchange or, if trading is closed at an earlier time, such earlier time and (ii) that trading day shall end at the next regular scheduled closing time, or if trading is closed at an earlier time, such earlier time (for the avoidance of doubt, and as an example, if the Market Price is to be determined as of the last trading day preceding a specified event and the closing time of trading on a particular day is 4:00 p.m. and the specified event occurs at 5:00 p.m. on that day, the Market Price would be determined by reference to such 4:00 p.m. closing price).

  • Fair Market Price means a price not higher than the price at which the securities would be purchased from the customer or from a similarly situated customer in the ordinary course of business by a dealer in such securities in transactions of similar size and having similar characteristics but not involving a security taken in trade.

  • Day-ahead System Energy Price means the System Energy Price resulting from the Day- ahead Energy Market.

  • Btu means British thermal unit.

  • Nominal tomographic section thickness means the full width at half-maximum of the sensitivity profile taken at the center of the cross-sectional volume over which x-ray transmission data are collected.