{"id":165659,"date":"2022-05-06T15:46:57","date_gmt":"2022-05-06T15:46:57","guid":{"rendered":"https:\/\/theotcspace.com\/knowledge_item\/implied-black-volatility\/"},"modified":"2022-05-06T15:47:02","modified_gmt":"2022-05-06T15:47:02","slug":"implied-black-volatility","status":"publish","type":"knowledge_item","link":"https:\/\/theotcspace.com\/knowledge_item\/implied-black-volatility\/","title":{"rendered":"Implied Black Volatility"},"content":{"rendered":"","protected":false},"excerpt":{"rendered":"<p>An estimate of an underlying asset&#8217;s market price volatility using the current prices of the derivative, not the historical price changes of the asset. This measure can be determined by using the Black 76 pricing model for the derivative, that is there are no financing costs related to the derivative contract<\/p>\n","protected":false},"template":"","meta":{"_acf_changed":false},"knowledge_category":[4253],"acf":[],"_links":{"self":[{"href":"https:\/\/theotcspace.com\/wp-json\/wp\/v2\/knowledge_item\/165659"}],"collection":[{"href":"https:\/\/theotcspace.com\/wp-json\/wp\/v2\/knowledge_item"}],"about":[{"href":"https:\/\/theotcspace.com\/wp-json\/wp\/v2\/types\/knowledge_item"}],"wp:attachment":[{"href":"https:\/\/theotcspace.com\/wp-json\/wp\/v2\/media?parent=165659"}],"wp:term":[{"taxonomy":"knowledge_category","embeddable":true,"href":"https:\/\/theotcspace.com\/wp-json\/wp\/v2\/knowledge_category?post=165659"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}