Volatility

Tag 1188

Volatility

Abbreviation: Vol
Typefloat
Tag1188
AddedFIX.5.0
Used in2 messages

Description

Annualized volatility for option model calculations

Wire Format & Usage Example

Single field (key=value)
1188=1.5
In a FIX message (ExecutionReport)
8=FIX.4.4 | 9=... | 35=8 | 49=SENDER | 56=TARGET | 34=1 | 52=20240101-09:30:00.000 |  | 1188=1.5 |  | 10=...

Fields are delimited by SOH (ASCII 0x01), shown here as " | ". The highlighted field 1188=1.5 is this field's position in the message.