implied volatility

基本解釋

Only rarely, as on February 27th, does the curve “invert” so that short-term implied volatility is higher than long-term.
僅在很少情況下，如2月27日，市場(chǎng)曲線發(fā)生倒轉(zhuǎn)因此短期隱含波動(dòng)高于長(zhǎng)期隱含波動(dòng)。
In quiet markets, the number of people who want to sell options increases, driving their prices, and thus the level of implied volatility, down.
在市場(chǎng)平靜的時(shí)候，愿意出售期權(quán)的人增加，使它們的價(jià)格，也就是隱含波動(dòng)性的等級(jí)下降。
They have been willing to pay a higher price (as measured by implied volatility) for extreme out-of-the-money options than for contracts that insure against smaller market declines.
對(duì)處于價(jià)外狀態(tài)的期權(quán)而言，投資者已樂(lè)意為此支付比那些承保小幅下跌的合約更高的價(jià)格（以隱含波動(dòng)為衡量標(biāo)準(zhǔn)）。

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