Implied volatility — details

About this app

The volatility smile: market prices (OTM quote board) visibly gape above the flat Black-Scholes line at the wings — below, the smile σ_impl(K) distilled point by point. Presets “BS world”, “equity skew” (crash fear), “FX smile”; skew/curvature/ATM controls. Debunks “one σ per stock is enough”.

Subject: Financial derivatives

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