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(cur)	(last)			21:34, March 19, 2009	Parkerconrad (Talk | contribs)						[stable]
(cur)	(last)			17:36, January 5, 2009	Walim (Talk | contribs)						[stable]
(cur)	(last)			17:35, January 5, 2009	Walim (Talk | contribs)						[stable]
(cur)	(last)			17:33, January 5, 2009	Walim (Talk | contribs)	m	(Reverted edits by Walim (Talk); changed back to last version by Observer)
(cur)	(last)			15:25, January 5, 2009	Walim (Talk | contribs)
(cur)	(last)			15:10, January 5, 2009	Walim (Talk | contribs)						[stable]
(cur)	(last)			12:22, January 4, 2009	Observer (Talk | contribs)		(Added term Beta)				[stable]
(cur)	(last)			10:09, January 4, 2009	Shorttermblog (Talk | contribs)						[stable]
(cur)	(last)			10:16, October 28, 2008	Walim (Talk | contribs)		(→Related Articles)				[stable]
(cur)	(last)			10:15, October 28, 2008	Walim (Talk | contribs)
(cur)	(last)			10:11, October 28, 2008	Walim (Talk | contribs)	m	(Volatility moved to Historical Volatility)
(cur)	(last)			13:15, October 17, 2008	Walim (Talk | contribs)
(cur)	(last)			20:20, October 14, 2008	Walim (Talk | contribs)		(→Implied Volatility)
(cur)	(last)			20:20, October 14, 2008	Walim (Talk | contribs)		(→Implied Volatility)
(cur)	(last)			20:17, October 14, 2008	Walim (Talk | contribs)		(→Implied Volatility)
(cur)	(last)			20:13, October 14, 2008	Walim (Talk | contribs)
(cur)	(last)			17:25, October 14, 2008	Parkerconrad (Talk | contribs)	m	(Implied volatility moved to Volatility)
(cur)	(last)			21:16, September 10, 2008	Jasonnoguchi (Talk | contribs)
(cur)	(last)			21:15, September 10, 2008	Jasonnoguchi (Talk | contribs)
(cur)	(last)			21:13, September 10, 2008	Walim (Talk | contribs)	m	(Reverted edits by Jasonnoguchi (Talk); changed back to last version by Atbright)
(cur)	(last)			20:26, September 10, 2008	Jasonnoguchi (Talk | contribs)
(cur)	(last)			21:21, July 16, 2008	Atbright (Talk | contribs)
(cur)	(last)			21:14, July 16, 2008	Atbright (Talk | contribs)
(cur)	(last)			21:28, July 14, 2008	Atbright (Talk | contribs)		(New page: {{def}} Implied volatility (IV) is the estimated volatility present in an option's price. The price of an option is calculated using the Black-Scholes formula which takes into accoun...)

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