Volatility Comparison (IV/RV)

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Description

The volatility comparison metric plots side-by-side the implied volatility, which is the forward-looking volatility measure derived from option prices that the market forecasts, and the realized volatility (calculated close-to-close) that has actually occured. A discrepancy between the IV and RV could be indicative of a mispricing in relative option cheapness or expensiveness.

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