The cannabis industry faces a critical refinancing challenge in 2026, when approximately $2.5 billion in debt matures, ...

A Python application that visualizes the implied volatility surface for SPY options. Using real-time SPY option data from Yahoo Finance, the app calculates implied volatility based on the ...

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Volatility, especially implied volatility ... Normally, all options are valued based on a formula called the Black and Scholes method which helps you to calculate the intrinsic value of the ...

With given volatility term structure we can compute by Black-Scholes formula option prices and obtain implied volatilities for all traded options. Since our volatility term structure is deterministic ...

The option pricing techniques to be studied include Black-Scholes, local vol and stochastic volatility models ... Monte Carlo Simulation; implied standard deviations and their statistical properties; ...

That is because the Feb. 21, 2025 $17.5 Call had some of the highest implied volatility of all equity options today. Implied volatility shows how much movement the market is expecting in the future.