Option Market Data
Volatility Analysis
0.00%
Implied Volatility
0.00%
Annualized Volatility
Normal
Volatility Level
$0.00
Expected Daily Move (1σ)
Understanding Implied Volatility
What is IV?
Implied Volatility represents the market's expectation of future price volatility. It's derived from the current option price using the Black-Scholes model.
IV Levels
- Low: < 20% (stable markets)
- Normal: 20-40% (typical range)
- High: 40-60% (uncertain markets)
- Extreme: > 60% (crisis/events)
Trading Implications
High IV suggests expensive options (good for selling). Low IV suggests cheap options (good for buying). IV often mean-reverts over time.