Grigory Vilkov and Lorenzo Schönleber on the information options can reveal about the market:
1. What is an option?
2. Why do options have a bad reputation? (0:16)
3. What is implied volatility? (2:19)
4. What can implied volatility tell us? (3:05)
5. What is implied correlation and how is it useful? (4:06)
6. How are you using implied volatility in your research? (6:50)