論壇 › VIX及隱含波動率 › What is IV rank and IV percentile?
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發表於 2022-9-4 11:37:49
What is IV rank and IV percentile?
IV rank compares present IV to both high and low volatility levels over the past 252 days; IV percentile tells us the percentage of days over the last year when IV was lower than its present level.