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Technical
Implied Volatility (IV)
Market's implied future volatility via option pricing
Definition
Implied volatility is the market's forecast of future price volatility, derived from option prices using models like Black-Scholes. High IV suggests market expectation of large price moves; low IV suggests stability.
Related Topics
#options pricing
#volatility forecast
#black-scholes
#market sentiment
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Category: Technical
Technical analysis focuses on price patterns, chart analysis, and mathematical indicators to predict future price movements.
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