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 ?
The study by Dowling and Muthuswamy (2005) showed that the relationship between implied volatility changes and market returns is negative and significant but not asymmetric in the Australian market.
We propose to compute the risk minimization hedging using standard options by jointly modeling the underlying price dynamics and the Black-Scholes at-the-money implied volatility explicitly.
If a short position in implied volatility on a market is created and a subsequent sharp market decline results in much higher implied volatility, the value of the implicit short position in volatility could dramatically decrease.
When implied volatility increases, the prices of options increase.
Under certain circumstances (see Annex B) the prices for at-the-money implied volatility and strangles and risk-reversals, respectively, will describe the entire probability distribution for future exchange rates.
We say that at a price of $100 call A has an implied volatility of 23 percent.
Currently, over 200 institutional subscribers and universities rely on our products as their main source of options pricing, implied volatility calculations, volatility surfaces, and analytics.
A decrease in implied volatility would reduce the position's value.
From a trader's or investor's perspective, using the Black-Scholes-Merton formula, then, requires only guessing the implied volatility.
The VIX was first introduced in 1993 to track the implied volatility of certain stock market indices.
One-month implied volatility, a measure of expected moves in the exchange rate used to price options, rose 75 basis points, or 0.