expected volatility; implied volatility
Finance term for the market's forecast of future price fluctuation, often derived from option prices.
Calculate the implied volatility from the option price.
When implied volatility is high, option premiums also rise.
A more general term for volatility, often used in broader contexts, while 予想変動率 specifically refers to expected or implied volatility in finance.
Compound of 予想 (forecast) + 変動 (fluctuation) + 率 (rate). A straightforward modern technical term.