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Implied Volatility (IV) is volatility expected by market implied from option prices using Black-Scholes. Higher IV = higher option premiums.

Guide étape par étape

  1. 1Input option price, stock price, strike, time, rate
  2. 2Solve for volatility that equates option price to model value
  3. 3Results show market expectation of future volatility

Exemples résolus

Entrée
Call option trading high premium
Résultat
IV > 30% (market expects large moves)
IV varies by strike and expiration

Erreurs courantes à éviter

  • Using historical volatility (different from IV)
  • Not accounting for IV changes

Questions fréquentes

Is IV always accurate?

No, volatility smile/skew shows IV varies by strike; market pricing not always consistent.

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Paramètres