כיצד לחשב את Implied Volatility
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Implied Volatility (IV) is volatility expected by market implied from option prices using Black-Scholes. Higher IV = higher option premiums.
מדריך שלב אחר שלב
- 1Input option price, stock price, strike, time, rate
- 2Solve for volatility that equates option price to model value
- 3Results show market expectation of future volatility
Worked Examples
קלט
Call option trading high premium
תוצאה
IV > 30% (market expects large moves)
IV varies by strike and expiration
Common Mistakes to Avoid
- ✕Using historical volatility (different from IV)
- ✕Not accounting for IV changes
Frequently Asked Questions
Is IV always accurate?
No, volatility smile/skew shows IV varies by strike; market pricing not always consistent.
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