Implied VolatilityIV
隐含波动率
Sentiment & DerivativesP1OptionsApplies to: US stocks
Definition
Expected future volatility implied by option prices.
Formula
Solve the pricing model with the market price as input, annualized
How to read it
High = expensive options / expectation of large moves (pre-event); compare with realized volatility to judge cheap/expensive.
Outputvalue/series
Data source: Deribit/CME/CBOE. Public knowledge, not investment advice.
See Implied Volatility computed live on popular US stocks →
Related indicators
Reference metadata — public, well-known indicator definitions. Not investment advice.