Which one of the following is defined as an estimate of stock price volatility obtained from an option price?
A)calculated alpha
B)estimated variance
C)implied theta
D)VIX
E)implied standard deviation

Question

Quizplus · Accepted Answer

Implied standard deviation is the estimate of stock price volatility obtained from an option price. The other options listed are not related to options pricing or volatility estimation.

Which One of the Following Is Defined as an Estimate