<?xml version="1.0" encoding="utf-8" standalone="yes"?>
<rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom" xmlns:content="http://purl.org/rss/1.0/modules/content/">
  <channel>
    <title>Implied Volatility of an Option on Learn with Akhilesh Gururani</title>
    <link>/tags/implied-volatility-of-an-option/</link>
    <description>Recent content in Implied Volatility of an Option on Learn with Akhilesh Gururani</description>
    <image>
      <title>Learn with Akhilesh Gururani</title>
      <url>/images/papermod-cover.png</url>
      <link>/images/papermod-cover.png</link>
    </image>
    <generator>Hugo -- 0.147.7</generator>
    <language>en</language>
    <copyright>2026 Learn with Akhilesh Gururani</copyright>
    <lastBuildDate>Wed, 22 Jul 2026 00:00:00 +0000</lastBuildDate>
    <atom:link href="/tags/implied-volatility-of-an-option/index.xml" rel="self" type="application/rss+xml" />
    <item>
      <title>Mastering the Black-Scholes Model for Informed Client Advisory</title>
      <link>/posts/mf-sid-s16-9-q04-factors-affecting-the-black-scholes-model/</link>
      <pubDate>Wed, 22 Jul 2026 00:00:00 +0000</pubDate>
      <guid>/posts/mf-sid-s16-9-q04-factors-affecting-the-black-scholes-model/</guid>
      <description>Factors affecting the Black-Scholes model Companion read for Section 16.9 — Implied volatility of an option.</description>
    </item>
    <item>
      <title>Mastering Theta: Why Time is an Expensive Commodity for Options</title>
      <link>/posts/mf-sid-s16-9-q02-understanding-time-decay-theta/</link>
      <pubDate>Wed, 22 Jul 2026 00:00:00 +0000</pubDate>
      <guid>/posts/mf-sid-s16-9-q02-understanding-time-decay-theta/</guid>
      <description>Understanding Time Decay (Theta) Companion read for Section 16.9 — Implied volatility of an option.</description>
    </item>
    <item>
      <title>Mastering Vega: Understanding Volatility Sensitivity in Options Distribution</title>
      <link>/posts/mf-sid-s16-9-q01-impact-of-volatility-on-option-greeks-vega/</link>
      <pubDate>Wed, 22 Jul 2026 00:00:00 +0000</pubDate>
      <guid>/posts/mf-sid-s16-9-q01-impact-of-volatility-on-option-greeks-vega/</guid>
      <description>Impact of volatility on option Greeks (Vega) Companion read for Section 16.9 — Implied volatility of an option.</description>
    </item>
    <item>
      <title>Using Options for Portfolio Protection in Indian Market Cycles</title>
      <link>/posts/mf-sid-s16-9-q03-managing-portfolio-risk-with-options/</link>
      <pubDate>Wed, 22 Jul 2026 00:00:00 +0000</pubDate>
      <guid>/posts/mf-sid-s16-9-q03-managing-portfolio-risk-with-options/</guid>
      <description>Managing portfolio risk with options Companion read for Section 16.9 — Implied volatility of an option.</description>
    </item>
  </channel>
</rss>
