volatility range

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• Volatility Ratio — A technical indicator used to identify price ranges and breakouts. The volatility ratio uses a true price range to determine a stock s true trading range and is able to identify situations where the price has moved out of this true range. The… …   Investment dictionary

• Volatility — 1. A statistical measure of the dispersion of returns for a given security or market index. Volatility can either be measured by using the standard deviation or variance between returns from that same security or market index. Commonly, the… …   Investment dictionary

• implied volatility — Volatility of a financial instrument that is imputed by subtracting all of the other factors thought to contribute to the price of an option. The amount remaining after those subtractions is attributed to volatility. Implied volatility is not the …   Financial and business terms

• Long range weather forecasts — A real time trial of a methodology utilised to generate Day 1 to Day 7 forecasts, by mechanically integrating judgmental (human) and automated predictions, has been ongoing since 20 August 2005 (Stern (2007a).It has been found that the sets of… …   Wikipedia

• Net volatility — refers to the volatility implied by the price of an option spread trade involving two or more options. Essentially, it is the volatility at which the theoretical value of the spread trade matches the price quoted in the market, or, in other words …   Wikipedia

• Profit Range — A range of prices that an underlying security can possess in order for an investment strategy to be profitable. For some strategies, the position taken will have two break even points. The range between these two points serves as the… …   Investment dictionary

• VIX - CBOE Volatility Index — The ticker symbol for the Chicago Board Options Exchange (CBOE) Volatility Index, which shows the market s expectation of 30 day volatility. It is constructed using the implied volatilities of a wide range of S P 500 index options. This… …   Investment dictionary

• Average True Range - ATR — A measure of volatility introduced by Welles Wilder in his book: New Concepts in Technical Trading Systems. The true range indicator is the greatest of the following: current high less the current low. the absolute value of the current high less… …   Investment dictionary

• Mountain range (options) — Mountain ranges are exotic options originally marketed by Société Générale in 1998. The options combine the characteristics of basket options and range options by basing the value of the option on several underlying assets, and by setting a time… …   Wikipedia

• Mountain Range Options — A family of exotic options based on multiple underlying securities. Mountain range options were first created by French securities firm Société Générale in the late 1990s. These options blend some of the key characteristics of …   Investment dictionary

• Closing Range — The band of prices that a security trades at in a specified period, shortly before market close. In the futures market, it refers to the trading range or the minimum and maximum prices that a contract traded at, during the official closing period …   Investment dictionary