1/ Happy Friday Squeethers. We are here to bring you some more on Implied Vol.
18 Aug 2023, 16:50
1/ Happy Friday Squeethers! We are here to bring you some more on Implied Vol. 🎉
Our goal is not to say the words “Implied Vol” throughout our explanation… let’s see if we can do it 👇
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218 Aug 2023, 16:50
6/ Implied vol is the cat anticipating the risk of getting splashed.
Before the stick fell, there was a low expectation (implied vol was low) after the initial stick fell the cat jumped and his fur stayed raised in anticipation of another event like this (implied vol rose).
6/ Implied vol is the cat anticipating the risk of getting splashed.
6/ Implied vol is the cat anticipating the risk of getting splashed.
Before the stick fell, there was a low expectation (implied vol was low) after the initial stick fell the cat jumped and his fur stayed raised in anticipation of another event like this (implied vol rose).
18 Aug 2023, 16:50
7/ Finally, after he was fully aware of the risks nothing bad happened and the cat's fur slowly came back down to normal.
Similar to how implied vol is overpriced relative to realized vol, the market expects more to happen after an event than oftentimes what actually happens.
7/ Finally, after he was fully aware of the risks nothing bad happened and the cat's fur slowly came back down to normal.
7/ Finally, after he was fully aware of the risks nothing bad happened and the cat's fur slowly came back down to normal.
Similar to how implied vol is overpriced relative to realized vol, the market expects more to happen after an event than oftentimes what actually happens.