Quote rule

Definition:

Rule requiring market makers to publish quotations for any listed security when a quotation represents more than 1% of the aggregate trading volume for that security.

Investing Essentials


Copyright © 2011 Campbell R. Harvey, Professor of Finance, Fuqua School of Business at Duke University

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Implied volatility

The expected volatility in a stock's return derived from its option price, maturity date, exercise price, and riskless rate of return, using an option pricing model such as Black-Scholes.

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