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Summary statistics of monthly implied volatility indices.

NIAID Data Ecosystem2026-03-12 收录

隐含波动率

金融波动率统计

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https://figshare.com/articles/dataset/Summary_statistics_of_monthly_implied_volatility_indices_/14631023 数据链接链接失效反馈

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Summary statistics of monthly implied volatility indices.

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创建时间：

2021-05-20

期权定价模型

隐含波动率

We document that the implied volatility skew of S&P 500 index puts is non-decreasing in the disaster index and risk-neutral variance, contrary to the implications of a broad class of no-arbitrage mode

NBER2015-05-01 更新150

Can Standard Preferences Explain the Prices of out of the Money S&P 500 Put Options

期权定价异常

隐含波动率

Prior to the stock market crash of 1987, Black-Scholes implied volatilities of S&P 500 index options were relatively constant across moneyness. Since the crash, however, deep out-of-the-money S&P 500

NBER2005-12-01 更新80

Inference and Computation for Sparsely Sampled Random Surfaces

隐含波动率

稀疏功能数据推断

Non-parametric inference for functional data over two-dimensional domains entails additional computational and statistical challenges, compared to the one-dimensional case. Separability of the covaria

Taylor & Francis Group2022-02-02 更新50

InfoTrie Implied Volatility - Options trading globally

期权交易

隐含波动率

Implied volatility is a critical metric in options trading. It gauges market expectations of price volatility. High implied volatility suggests anticipated price swings, while low implied volatility i

Datarade110

Implied volatility data of national stock market indices

金融市场

隐含波动率

A collection of implied volatility indices of a dedicated national stock market index. All data is collected from investing . com and onvista . de (detailed Sources in PDF).

DataONE2023-06-30 更新60

Summary statistics of monthly implied volatility indices.

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