An ATM call option had IV of 82.65%, while the underlying has an Historic Vol of 45.86%.

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An ATM call option had IV of 82.65%, while the underlying has an Historic Vol of 45.86%. What can be inferred from this information?

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Statistics Informed Decisions Using Data

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5th Edition

Authors: Michael Sullivan III

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An ATM call option had IV of 82.65%, while the underlying has an Historic Vol of 45.86%.

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The information provided indicates a significant difference between the Implied Volatility IV of the ... View the full answer

Statistics Informed Decisions Using Data

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