Volume Weighted Average Prices (VWAPs)

Infinite Equity is committed to bringing the most innovative and thoughtful solutions to our clients. This research combines new academic and financial theory with best-in-class technology to help support the corporate stock-based compensation community. This portal is a resource of knowledge for VWAP Volatility calculations, along with an exclusive calculator for clients.

VWAP Thought Leadership

Understanding Volatility in Stock-Based Compensation Valuation A Guide to ASC 718 and SEC SAB_

Understanding Volatility in Stock-Based Compensation Valuation: A Guide to ASC 718 and SEC SAB #107

Volatility is one of the key assumptions that goes into...
Understanding Volatility: A Key Driver in Option and Performance Award Valuation

Understanding Volatility: A Key Driver in Option and Performance Award Valuation

Volatility is one of the most impactful assumption inputs when...
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How to Calculate Volatility Using VWAP Price

VWAP Volatility Infinite Equity's new approach to calculating historical volatility...
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A New Way to Estimate Volatility

VWAP Volatility. Developing volatility assumptions is a common practice in...
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Compliance Requirements for Changes to Volatility Methodologies

VWAP Volatility Infinite Equity is introducing innovative new thought leadership...
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Closing Prices Have Fat Tails

VWAP Volatility Infinite Equity is introducing innovative new thought leadership...
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Is VWAP Volatility a Better Method for Me?

VWAP Volatility Infinite Equity is introducing new innovative thought leadership...
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Comparing Volatility Methods

Traditional historical vs. VWAP volatility Infinite Equity is introducing innovative...