Implied volatility is a powerful but often misunderstood metric that plays a major role in options trading. Implied volatility doesn't tell you what's going to happen to an option's price, but it ...

What Is Implied Volatility? Implied volatility (IV) measures how much the market expects an asset’s price to move over a given period. Rather than predicting whether prices will rise or fall, IV ...

In this video, we explore the difference between implied and realized volatility, how the VIX reflects market expectations, and why the “rule of sixteen” helps translate volatility into daily price ...

A volatility crush is the term used to describe the result of implied volatility exploding once the market opens higher or lower than where it closed the previous day. For new investors, implied ...

Volatility can be an option trader's best friend or worst enemy, depending on how it's approached. High implied volatility rank signals that options prices are elevated compared to their historical ...

There are two methods of measuring equity volatility that I most often use. The CME equity volatility tools on QuickStrike, which measures implied volatility in varying duration CME options contracts, ...

Earnings crush is the fall in implied volatility (IV) after earnings is announced. Typically, earnings announcements cause the price of the stock to move more than normal. The move will have more ...

Volatility influences options prices because dramatic price swings amplify gains and losses. While traders can’t look at a crystal ball to see how much volatility the market will endure, implied ...

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