The document discusses the evaluation of implied volatility indexes in relation to market liquidity and options. It also covers realized variability indexes and options, including their calculation and settlement methods. Additionally, it introduces strategy-based indexes and the complexity involved in their calculations and use.
documents/vol00010-efta01353511-pdf.pdf
{"title":"Volatility and Strategy-Based Indexes","document_type":"other","key_organizations":["OCC"]}