Volatility
Implied Volatility (IV)
Market's expected future volatility
What is Implied Volatility (IV)?
Implied Volatility (IV) The market's expectation of future volatility, derived from option prices. Higher IV means more expensive options. IV typically rises before events like earnings.
Complete Definition
The market's expectation of future volatility, derived from option prices. Higher IV means more expensive options. IV typically rises before events like earnings.
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