{"id":165662,"date":"2022-05-06T15:46:57","date_gmt":"2022-05-06T15:46:57","guid":{"rendered":"https:\/\/theotcspace.com\/knowledge_item\/implied-volatility\/"},"modified":"2022-05-06T15:47:03","modified_gmt":"2022-05-06T15:47:03","slug":"implied-volatility","status":"publish","type":"knowledge_item","link":"https:\/\/theotcspace.com\/knowledge_item\/implied-volatility\/","title":{"rendered":"Implied 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 a pricing model for the derivative such as Black-Scholes. Implied volatility can be thought of as the current market consensus of volatility for the underlying instrument assuming that everyone is using the same theoretical option pricing model.<\/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\/165662"}],"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=165662"}],"wp:term":[{"taxonomy":"knowledge_category","embeddable":true,"href":"https:\/\/theotcspace.com\/wp-json\/wp\/v2\/knowledge_category?post=165662"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}