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PRV

It stands for past realized volatility; a type of volatility that is estimated from past realized/ historical data rather than...

    Past Realized Volatility

    A type of volatility that is estimated from past realized/ historical data rather than by employing current prices and a...

      Breakeven

      The point at which a long option or a long option spread executed as a debit will break even in...

        ATMIV

        An acronym for at-the-money implied volatility; a measure of volatility (at-the-money volatility, ATM volatility) that represents the risk-neutral standard deviation...

          At-The-Money Implied Volatility

          A measure of volatility (at-the-money volatility, ATM volatility) that represents the risk-neutral standard deviation (SD) calculated on at-the-money option (ATM...

            ATM-IV

            An acronym for at-the-money implied volatility; a measure of volatility (at-the-money volatility, ATM volatility) that represents the risk-neutral standard deviation...

              ATM Implied Volatility

              A measure of volatility (at-the-money volatility, ATM volatility) that represents the risk-neutral standard deviation (SD) calculated on at-the-money option (ATM...

                Skew

                For options and similar types of derivatives, the skew is the slope of the implied volatility curve for a given...

                  Arrears Swap

                  An interest rate swap in which the floating rate is set in arrears. This means, the floating rate is determined…

                    Arithmetic Average

                    Adding up a series of numbers (two at least) and dividing the sum by their count. For example, to find…