Volatilita
Volatilita označuje míru kolísání ceny a udává, v jakém rozpětí se může hodnota cenného papíru pohybovat. Jedná se o důležitý faktor při obchodování s opcemi, kde hrají roli jak implikovaná volatilita, tak historická volatilita.
Implikovaná volatilita je trhem odhadovaná míra budoucích cenových pohybů podkladového aktiva během zbývající doby do splatnosti opce. Implikovaná volatilita je určována nabídkou a poptávkou a může mít významný vliv na výši opčních prémií.
Historická volatilita měří skutečné cenové výkyvy podkladového aktiva za určité období v minulosti. Poskytuje tak přehled o tom, jak výrazně se cena v minulosti pohybovala. Zároveň však nepředstavuje záruku budoucí volatility.
V investiční platformě TWS je historická volatilita často zobrazována za období 30 dnů. Na této stránce naleznete více informací o tom, jak volatilita ovlivňuje tvorbu cen opcí a jak mohou investoři tento koncept využít ve svých analýzách.
Více o volatilitě:
Více o opcích
Burzovní kalendář
Construction PMI (Dec)
Inflation Rate (Dec)
HCOB Construction PMI (Dec)
Construction PMI (Dec)
Foreign Exchange Reserves (Dec)
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Consumer Inflation Expectation (Nov)
Inflation Rate (Dec)
Core Inflation Rate (Dec)
HICP
CPI (Dec)
6-Month Bill Auction
3-Month Bill Auction
12-Month Bill Auction
MBA 30-Year Mortgage Rate
MBA Mortgage Applications
MBA Mortgage Market Index
MBA Mortgage Refinance Index
MBA Purchase Index
ADP Employment Change (Dec)
Durable Goods Orders Ex Defense
JOLTs Job Openings (Nov)
JOLTs Job Quits (Nov)
ISM Services Prices (Dec)
Durable Goods Orders Ex Transp
ISM Non-Manufacturing Business Activity (Dec)
ISM Non-Manufacturing Employment (Dec)
ISM Non-Manufacturing New Orders (Dec)
ISM Non-Manufacturing PMI (Dec)
ISM Non-Manufacturing Prices (Dec)
ISM Services Business Activity (Dec)
ISM Services Employment (Dec)
ISM Services New Orders (Dec)
ISM Services PMI (Dec)
Factory Orders ex Transportation (Nov)
Factory Orders ex Transportation (Oct)
Factory Orders (Nov)
Factory Orders (Oct)
EIA Cushing Crude Oil Stocks Change
EIA Distillate Fuel Production Change
EIA Distillate Stocks Change
EIA Refinery Crude Runs Change
EIA Gasoline Production Change
EIA Gasoline Stocks Change
EIA Crude Oil Imports Change
EIA Heating Oil Stocks Change
EIA Crude Oil Stocks Change
Imports
EIA Weekly Refinery Utilization Rates WoW
17-Week Bill Auction
CFTC EUR speculative net positions
CFTC Nasdaq 100 speculative net positions
CFTC S&P 500 speculative net positions
CFTC Aluminium Speculative net positions
CFTC Wheat speculative net positions
CFTC Soybeans speculative net positions
CFTC Silver Speculative net positions
CFTC Natural Gas speculative net positions
CFTC Gold Speculative net positions
CFTC Crude Oil speculative net positions
CFTC Corn speculative net positions
CFTC Copper Speculative net positions
Fed Bowman Speech
Industrial Production (Nov)
ECB Guindos Speech
ECB De Guindos Speech
Consumer Inflation Expectation (Nov)
Industrial Sentiment (Dec)
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Economic Sentiment (Dec)
Consumer Inflation Expectation (Dec)
Producer Price Index (Nov)
Consumer Confidence (Dec)
Business Climate
Selling Price Expectations (Dec)
Services Sentiment (Dec)
Unemployment Rate (Nov)
Challenger Job Cuts (Dec)
Continuing Jobless Claims
Unit Labour Costs (Q3)
Imports (Nov)
Imports (Oct)
Exports (Oct)
Exports (Nov)
Initial Jobless Claims
Jobless Claims 4-Week Average
Balance of Trade (Nov)
Nonfarm Productivity (Q3)
Balance of Trade (Oct)
Imports
Used Car Prices (Dec)
Wholesale Inventories (Nov)
Wholesale Sales (Oct)
Wholesale Inventories (Oct)
EIA Natural Gas Stocks Change
Consumer Inflation Expectation (Dec)
8-Week Bill Auction
4-Week Bill Auction
30-Year Mortgage Rate
15-Year Mortgage Rate
Atlanta Fed GDPNow (Q4)
Consumer Credit Change (Nov)
BoE Consumer Credit
Fed Balance Sheet
Construction Output (Nov)
Industrial Production (Nov)
Unemployment Rate (Dec)
Retail Sales (Nov)
ECB Lane Speech
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U-6 Unemployment Rate (Dec)
Average Hourly Earnings (Dec)
Building Permits (Oct)
Building Permits (Sep)
Housing Starts (Sep)
Housing Starts (Oct)
Participation Rate (Dec)
Non Farm Payrolls (Dec)
Nonfarm Payrolls Private (Dec)
Manufacturing Payrolls (Dec)
Unemployment Rate (Dec)
Average Weekly Hours (Dec)
Government Payrolls (Dec)
Michigan Inflation Expectations (Jan)
Michigan Current Conditions (Jan)
Inflation Expectations (Jan)
Michigan Consumer Expectations (Jan)
Michigan 5 Year Inflation Expectations (Jan)
Michigan Consumer Sentiment (Jan)
Fed Kashkari Speech
Atlanta Fed GDPNow (Q4)
Baker Hughes Oil Rig Count
Fed Barkin Speech
Sentix Investors Sentiment (Jan)
3-Month Bill Auction
6-Month Bill Auction
Quarterly Grain Stocks – Soy (Dec)
Quarterly Grain Stocks – Corn (Dec)
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Quarterly Grain Stocks – Wheat (Dec)
Fed Barkin Speech
10-Year Note Auction
3-Year Note Auction
CFTC EUR speculative net positions
CFTC S&P 500 speculative net positions
CFTC Silver Speculative net positions
CFTC Crude Oil speculative net positions
CFTC Copper Speculative net positions
CFTC Wheat speculative net positions
CFTC Natural Gas speculative net positions
CFTC Nasdaq 100 speculative net positions
CFTC Corn speculative net positions
CFTC Aluminium Speculative net positions
CFTC Gold Speculative net positions
CFTC Soybeans speculative net positions
Fed Williams Speech
Retail Sales (Nov)
CPI (Dec)
Current Account (Nov)
NFIB Business Optimism Index (Dec)
CPI s.a (Dec)
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CPI (Oct)
Inflation Rate (Dec)
Core Inflation Rate (Dec)
CPI (Dec)
Real Earnings (Oct)
Redbook
New Home Sales (Dec)
New Home Sales (Oct)
New Home Sales (Sep)
Fed Musalem Speech
30-Year Bond Auction
Budget Balance (Dec)
Monthly Budget Statement (Dec)
Fed Barkin Speech
API Crude Oil Stock Change
MBA Mortgage Market Index
MBA 30-Year Mortgage Rate
MBA Mortgage Applications
MBA Purchase Index
MBA Mortgage Refinance Index
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Producer Price Index (Oct)
PPI Ex Food, Energy and Trade (Dec)
PPI Ex Food, Energy and Trade (Nov)
PPI Ex Food, Energy and Trade (Oct)
Producer Price Index (Dec)
Producer Price Index (Nov)
Retail Sales Ex Autos (Nov)
Retail Sales Ex Gas/Autos (Nov)
Retail Sales (Nov)
Current Account (Q3)
Core PPI (Oct)
Core PPI (Nov)
Core PPI (Dec)
Existing Home Sales
Business Inventories (Oct)
Retail Inventories Ex Autos (Oct)
Existing Home Sales (Dec)
RCM/TIPP Economic Optimism Index (Jan)
EIA Crude Oil Stocks Change
EIA Cushing Crude Oil Stocks Change
EIA Distillate Fuel Production Change
EIA Distillate Stocks Change
EIA Gasoline Production Change
EIA Gasoline Stocks Change
EIA Heating Oil Stocks Change
EIA Refinery Crude Runs Change
EIA Crude Oil Imports Change
Thomson Reuters IPSOS PCSI (Jan)
17-Week Bill Auction
Atlanta Fed GDPNow (Q4)
Fed Williams Speech
CFTC Nasdaq 100 speculative net positions
CFTC S&P 500 speculative net positions
Retail Sales (Nov)
Industrial Production (Nov)
Balance of Trade (Nov)
Export Prices (Oct)
Jobless Claims 4-Week Average
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Export Prices (Dec)
Export Prices (Nov)
Import Prices (Dec)
Import Prices (Nov)
Import Prices (Oct)
Retail Sales (Dec)
Retail Sales Ex Gas/Autos (Dec)
Retail Sales Ex Autos (Dec)
Continuing Jobless Claims
NY Empire State Manufacturing Index (Jan)
Initial Jobless Claims
S&P Global Manufacturing PMI (Jan)
Retail Inventories Ex Autos (Nov)
Business Inventories (Nov)
EIA Natural Gas Stocks Change
8-Week Bill Auction
4-Week Bill Auction
15-Year Mortgage Rate
30-Year Mortgage Rate
Fed Barkin Speech
Fed Balance Sheet
Producer Price Index (Dec)
Philadelphia Fed Manufacturing Index (Jan)
Philly Fed Business Conditions (Jan)
Philly Fed CAPEX Index (Jan)
Philly Fed New Orders (Jan)
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Philly Fed Prices Paid (Jan)
Philly Fed Employment (Jan)
Industrial Production (Dec)
Manufacturing Production (Dec)
Capacity Utilization (Dec)
Michigan Inflation Expectations (Jan)
NAHB Housing Market Index (Jan)
Michigan Current Conditions (Jan)
Michigan Consumer Sentiment (Jan)
Michigan Consumer Expectations (Jan)
Michigan 5 Year Inflation Expectations (Jan)
Baker Hughes Oil Rig Count
Overall Net Capital Flows (Nov)
Foreign Bond Investment (Nov)
Net Long-Term TIC Flows (Nov)
