Define the term Hedging using implied volatility
Define the term Hedging using implied volatility?
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Hedging using implied volatility within the delta formula theoretically removes the otherwise random fluctuations in the mark-to-market value of the hedged option portfolio, but at the cost of making the last profit path dependent, directly associated to realize gamma along the stock’s path.
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What is implied volatility? Answer: Implied volatility is number into the Black–Scholes formula which makes a theoretical price equal a market price.
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