Showing posts with the label nasdaq
Nasdaq Volatility

Nasdaq Volatility

By Hermie Post a Comment
The synthetic ATM option prices are then used to calculate 30-day closed-form implied volatility. … Read more Nasdaq Volatility
Nasdaq Vix

Nasdaq Vix

By Hermie Post a Comment
Since March 19 the SP 500 VIX is down 47 while the Nasdaq-100 VIX is up 115. 26 rows NASDAQ-100 VI… Read more Nasdaq Vix
Nasdaq Volatility Index

Nasdaq Volatility Index

By Hermie Post a Comment
AN IMPROVED MEASURE OF IMPLIED VOLATILITY ON THE NASDAQ-100 INDEX The Nasdaq-100 Volatility Index … Read more Nasdaq Volatility Index