> Implied volatility is really the standard deviation of the price over time. Ma... | Hacker News

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kgwgk on March 3, 2024 | parent | context | favorite | on: The Black-Scholes/Merton equation [video]

> Implied volatility is really the standard deviation of the price over time.

Maybe you mean that “implied volatility is really the implied standard deviation of the price over time”.

scherlock on March 3, 2024 [–]

Sorry, yes, that is the better definition.

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