Common Stock Volatility Expectations Implied by Option Premia

• 1 March 1978
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 33  (1) , 129-147
• https://doi.org/10.2307/2326355

Abstract

Keywords

• OPTION PREMIA
• COMMON STOCK
• STOCK VOLATILITY EXPECTATIONS
• VOLATILITY EXPECTATIONS IMPLIED