Equity Option Trading (3/3): Vega and Implied Volatility

Equity Option Trading (3/3): Vega and Implied Volatility

In this video, Imran explains the meaning of implied volatility and how we can use the BS model to extract it from market option prices. He further discusses how vega is the greek exposure that an options price has to this implied volatility level and finishes with describing structure of volatility and how it can be used to derive forward volatility.

Join now to watch

Our videos are only available to subscribers. Access this and 100s of other videos by signing up.