Tickwind
Log inSign up

隐含波动率Implied VolatilityIV

Implied Volatility隐含波动率

情绪指标Sentiment & DerivativesP1 Options适用:美股Applies to: US stocks

定义Definition

Expected future volatility implied by option prices.

计算公式Formula

Solve the pricing model with the market price as input, annualized

解读要点How to read it

High = expensive options / expectation of large moves (pre-event); compare with realized volatility to judge cheap/expensive.

输出Outputvalue/series
数据来源:Deribit/CME/CBOE。Data source: Deribit/CME/CBOE. 公开知识,不构成投资建议。Public knowledge, not investment advice.

在热门美股上查看隐含波动率的实时计算值 →See Implied Volatility computed live on popular US stocks →

AAPLNVDATSLAMSFTAMZN全部美股 →All stocks →
← 返回指标库← Back to all indicators

相关指标Related indicators

IV RankIVR
Options
期权Put/Call比率Options PCR
Options
25 Delta偏斜25-Delta Skew (RR25)
Options
平值隐含波动率ATM IV
Options
Call Wall / Put WallCall Wall / Put Wall
Options
德尔塔敞口Delta ExposureDEX
Options
Deribit波动率指数DVOL
Options
伽马敞口Gamma ExposureGEX
Options

参考元数据 —— 公开、通用的指标定义。非投资建议。Reference metadata — public, well-known indicator definitions. Not investment advice.