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Glossary > V > "Volatility Smile" Definition

Volatility Smile

A common graphical shape that results from plotting the strike price and implied volatility of a group of options with the same expiration date.

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Volatility Smile - A common graphical shape that results from plotting the strike price and implied volatility of a group of options with the same expiration date.

Volatility Smile : a common graphical shape that results from plotting the strike price and implied volatility of a group of options with the same expiration date.