Fonseca, Rodrigo Raposo daCocentino, Júlio Fagundes2021-08-102021-09-202021-08-102021-09-202021-04-22COCENTINO, Júlio Fagundes. Volatilidade implícita e histórica: um estudo acerca do conteúdo informacional em opções de ações.2021. 31f. Trabalho de Conclusão de Curso (Graduação em Administração) - Departamento de Ciências Administrativas, Centro de Ciências Sociais Aplicadas, Universidade Federal do Rio Grande do Norte, Natal, 2021.https://repositorio.ufrn.br/handle/123456789/35267The following paper aims to study the informational content about future volatility in Implicit and historical volatility. In order to do that, using data of Petrobrás Stocks and its options from january 2010 to december 2020, estimates of future volatility were obtained from the Implicit volatility and historical volatility, using for the last the exponential weighted moving average. Then, throught linear regressions, it was concluded that both these estimates do not contain relevant informational content about future volatility.Attribution-NonCommercial-NoDerivs 3.0 Brazilhttp://creativecommons.org/licenses/by-nc-nd/3.0/br/VolatilidadeVolatilidade implícitaMercado de açõesMercado de opçõesDerivativosVolatilityImplicit volatilityStock marketOption marketDerivativesbachelorThesis