Coffee Traders Forum: Re: Coffee Price vs Implied Volatility vs Realized

Coffee Traders Forum
[ Post a Response | Coffee Traders Forum ]

Re: Coffee Price vs Implied Volatility vs Realized

Posted by Tango

on February 9, 2021, 7:52 am, in reply to "Coffee Price vs Implied Volatility vs Realized"

Hi Q, I meant to add that when close to expiration, a slight move in premium can equal a large percentage move in volatility. Also, a more accurate comparison is in a shorter historical (realized) like the 20 day rather than 90 day. GT

Message Thread

Coffee Price vs Implied Volatility vs Realized - Q February 8, 2021, 3:58 pm

Re: Coffee Price vs Implied Volatility vs Realized - Tango February 9, 2021, 6:31 am
Re: Coffee Price vs Implied Volatility vs Realized - Tango February 9, 2021, 7:52 am

Re: Coffee Price vs Implied Volatility vs Realized - Q February 9, 2021, 8:43 am
- Re: Coffee Price vs Implied Volatility vs Realized - Tango February 9, 2021, 9:36 am

« Back to index

Post a Response

Hosted for FREE by Boardhost.
Create your own free message board!