Impact on what? I do not understand your question.

Dear Sir,

find the impact between realized volatility and implied volatility.

There is an enormous difference between these two notions! Implied volatility is defined , for instance, with respect to the standard Black-Scholes model: given the interest-rate r, and the price of the stock you easily compute sigma, and that number is then called the implied volatility. You need this number in order to hedge , for instance, your options. Recall, that the BS-model is NOT used to price options, but to hedge options, Related notions : volatility surface, and an important name is that of Dupire.

I made a mistake ; given the stock price and the interest rate r and, say, the price of a european or american put option, you easily calculate sigma, the implied volatility, and with the help of this sigma you are able to hedge the option , and that is for an option trader very important. You do not use the implied volatility to price a vanilla option, the price is a result of the market.

J. W. Nieuwenhuis Dear Sir,

Thank you SO much for clearing my doubt.

Thanks once again

Clarify the question, please.

Antonio Sir, Good Morning,

My question is

Realized Volatility and Implied Volatility have some relationship,

We can run a significant test to judge the relationship in it.

Thanks and Regards