Home > Articles > Volume 11 (1993) > Chapter 12 (December 1993) > V.11:12 (512-517): SIDEBAR: IMPLIED RISK

V.11:12 (512-517): SIDEBAR: IMPLIED RISK

V.11:12 (512-517): SIDEBAR: IMPLIED RISK
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IMPLIED RISK

This version of the implied risk formula differs slightly from the original DYR version given in the June 1993 interview with Jim Yates, because this version uses average implied volatility of all of the options multiplied by the total option volume.




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