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Implied Volatility (IV)

Options & Volatility

Implied volatility (IV) is a metric that captures the market's forecast of a likely movement in a security's price. IV is derived from the price of an option and represents the expected annualized standard deviation of price returns over the option's life.

IV is the options market's forecast of how much a stock will move — in either direction. High IV means options are expensive because the market expects a big move; low IV means options are cheap.