volatility
1 explainer · 12 quiz questions tagged “volatility”.
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Quiz questions
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Difficulty 44/100 Volatility
Expected volatility of a stock rises sharply, with nothing else changing. What happens to its option prices?
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Difficulty 48/100 Volatility
Three of these are inputs to the Black-Scholes option-pricing model. Which one is NOT?
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Difficulty 50/100 Volatility
What is implied volatility?
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Difficulty 52/100 Volatility
Why is the VIX often called the "fear gauge"?
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Difficulty 54/100 Volatility
Stocks fall sharply and investors rush to buy protective puts. What typically happens to implied volatility?
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Difficulty 56/100 Volatility
What does the VIX index measure?
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Difficulty 58/100 Volatility
Which of these raise the price of a call option, all else equal? Select all that apply.
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Difficulty 58/100 Volatility
A stock's 30-day historical volatility is 22% while its options trade at 40% implied volatility. What is the most reasonable reading?
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Difficulty 58/100 Volatility
What does "volatility clustering" mean?
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Difficulty 60/100 Volatility
Which Black-Scholes input cannot be observed directly in the market?
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Difficulty 60/100 Volatility
What is an "IV crush"?
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Difficulty 60/100 Volatility
In equity markets, how do volatility and prices usually relate?
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