# 卓尔金升级A5——波动率止损

## 年化波动率与日涨幅的标准差 <https://www.sohu.com/a/376314573_99929785>

真实波动率

<https://baike.baidu.com/item/%E9%9A%90%E5%90%AB%E6%B3%A2%E5%8A%A8%E7%8E%87/10747683?fr=aladdin>

*隐含波动率*(Implied Volatility)是将市场上的期权或权证交易价格代入权证理论价格模型\<Black-Scholes模型>，反推出来的波动率数值。

<https://docs.cryptosheets.com/scenarios/historical-constant-skew-for-btc-&-eth-options/>

<https://docs.cryptosheets.com/providers/genesisvolatility/options-skew-term-structure-iv-current-orderbook-skew-strike/>

Excel 滑动时间窗

<https://zhidao.baidu.com/question/392645737.html>