volatility

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volatility

[‚väl·ə′til·əd·ē]
(thermodynamics)
The quality of having a low boiling point or subliming temperature at ordinary pressure or, equivalently, of having a high vapor pressure at ordinary temperatures.

Volatility

 

the property of liquid and solid substances of passing into the gaseous state. Volatility is measured by the concentration of saturated vapor for a substance at a particular temperature; it is expressed in milligrams per cu m or milligrams per liter and is calculated using the equation of state for ideal gases. The volatility of a substance increases with increasing temperature because of an increase in its saturated vapor pressure. In thermodynamics, “volatility” is also used in place of “fugacity.”

volatility

Volatility generally refers to a situation that is constantly changing, such as startups, mergers, acquisitions and failures in the tech world. Stock market volatility refers to the index constantly rising and falling. In all cases, the rate of volatility or the change in volatility are of concern to interested parties. See volatile.
References in periodicals archive ?
Except that, the historical volatility and implied volatility of currencies come from the BSG should be obtained as well.
This section offers a computation of the implied volatilities from near-the-money options (options in which the strike price is as close as possible to the price of the underlying asset) on the S&P 500 and a simple but frequently used measure of historical volatility for each trading day over a six-year horizon, 1990 through 1995.
Historical volatility can be thought of as how much the stock has fluctuated in the recent past.
The theory is that the short-term historical volatility reading should snap back in line with the longer-term reading potentially causing a sizeable move in the stock.
Beyond this standard 18-month view, clients have the ability to price any future call or put by using exponentially weighted historical volatility or current implied volatility.
95% compared to the stock's one-month historical volatility of 88.
With the addition of option analytics, SectorEngine's real-time option display has been extended to include implied and historical volatility, theoretical value, Delta, Gamma, Theta, and Vega.
However, compared to RIG's three-month historical volatility of 51%, the in-the-money August 80 call is still relatively inexpensive at the moment.
These factors are tempered by the historical volatility of Hermes' earnings.
Fitch IBCA stressed a hypothetical portfolio assuming multiples of historical volatility for the targeted assets (performing and non-performing loans).

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