IV

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IV 1

 (ī′vē′)
n.
An apparatus for providing intravenous injections.

[From i(ntra)v(enous).]

IV 2

abbr.
1. intravenous
2. intravenously

IV

(ˈaɪˈvi)

n., pl. IVs, IV's.
an apparatus for intravenous delivery of electrolyte solutions, medicines, and nutrients.
[1950–55; i(ntra) v(enous)]

IV

1. intravenous.
2. intravenous injection.
3. intravenously.
ThesaurusAntonymsRelated WordsSynonymsLegend:
Noun1.IV - the cardinal number that is the sum of three and oneIV - the cardinal number that is the sum of three and one
digit, figure - one of the elements that collectively form a system of numeration; "0 and 1 are digits"
2.IV - administration of nutrients through a vein
alimentation, feeding - the act of supplying food and nourishment
Adj.1.IV - being one more than threeiv - being one more than three    
cardinal - being or denoting a numerical quantity but not order; "cardinal numbers"
Translations

IV

A. N ABBR =intravenous (also IV drip) → gota a gota m
B. ADJ ABBR =intravenous

IV

V. intravenous.
References in periodicals archive ?
Studies from the US and Australia show that weekly implied volatility indices in general show weaker relationships with market volatility and returns than do daily indices (see Fleming, Ostdiek and Whaley, 1995; Dowling and Muthuswamy, 2005).
Finally, we consider a market model for volatility risks in which the at-the-money implied volatility is a state variable.
Herriger, 2002, "Relative Implied Volatility Arbitrage with Index Options", Financial Analysts Journal, 58(1):42-55
We find this important volume effect, where others have not, because we include implied volatility in our ARCH investigation whereas previous volume/return studies have not.
Sections 4 and 5 present techniques for measuring market uncertainty: implied volatility and implied probability density functions, respectively.
Traders and investors who frequently buy or sell such portfolios do so with a view of the volatility of the underlying asset that does not correspond to the expected future volatility embedded in the option price, or the implied volatility.
More recent works prefer to use both estimators because the superiority of the implied volatility estimator seems not to be so unanimous.
At the time of settlement, the estimated implied volatility is entered into the Black-Scholes formula to determine the option price.
In the middle of the period, implied volatility on dollar-mark and dollar-yen options moved higher as the dollar-yen exchange rate fell 8.
A common method of gauging the relative prices of options, based on the return on the investment, is to look at the option's implied volatility.
Apr 10 call implied volatility remains near 30, suggesting some uncertainty about the deal exists - which might also help explain the interest in 10-strike calls when the deal values OCLR at roughly $9.