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Option strategies based on semiparametric implied volatility surface prediction Francesco Audrino and Dominik Colangelo

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2018-08-30 · Implied volatility (IV) is an estimate of the future volatility of the underlying stock based on options prices. An option’s IV can help serve as a

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Most options traders tend to focus solely on implied volatility, which makes sense, as implied volatility is a forward-looking indicator based on the prices of a

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