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Volatility (options)
A value attributed to an underlying futures contract which determines the premium that is set by the grantor. Includes an element of historical volatility, and the volatility which the grantor of an option believes will still be seen in that futures contract.
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- Part of Speech: noun
- Synonym(s):
- Blossary:
- Industry/Domain: Energy
- Category: Energy trade
- Company: Platts
- Product:
- Acronym-Abbreviation:
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