Algorithmic Trading Group Forum https://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl General Category >> General Board >> Option vs underlying https://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1264939229 Message started by Hauer on 01/31/10 at 12:00:29

Title: Option vs underlying Post by Hauer on 01/31/10 at 12:00:29 Does the difference between the volatility of option premiums and the volatility of the underlying price have a name and is it commonly used for anything?

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