Implied Volatility

1/ Volatility realized and implied definitions. But what is essential here is to talk about the implied volatility term-structure and how it changes when we anticipate a particular event. Thus, describe the term-structure of the implied volatility under normal market conditions and how it changes when we anticipate a particular event. Bear in mind that the term-structure of the implied volatility reverses when the market anticipate a particular event (lets say an election or announced earnings..) The writer needs to know about implied volatility and its different maturities (3 months, 6 months, etc..) and how the implied volatility term-structure changes. Feel free to add graphs to illustrate, but thats not essential. I require 2000 words regarding the implied volatility and its term structure. Needless to say, it is applied to options trading.

3/ What is delta hedging? How do traders do it and why? 500 words

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