Overview

volatility point


Show Summary Details

Quick Reference

Equal to 0.01% of the annualized volatility. Many over-the-counter options are quoted in terms of a bid-offer rate expressed in terms of volatility rather than option price (cf. premium). Also known as a vol point.

[...]

Subjects: Economics.


Reference entries

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.