1. Volatility Index
2 Δ (Note: Δ for the lowest strike is simply the difference between the lowest strike and the next higher strike. Likewise, Δ for the highest strike is the difference between the highest strike and the next lower strike) R Risk-free interest rate to expiration Q(K i) Midpoint of the bid ask quote for each option contract with strike K
Download 1. Volatility Index
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