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Implied volatility

The volatility at which a model returns exactly the option price quoted by the market.

How to read the number

Not a forecast but the price of insurance: it shows how much the market will pay for protection against a move, not how likely that move is.

When the metric lies

It rises before an event and falls immediately afterwards whatever the outcome. Buying an option on anticipation means paying for volatility at the top and losing on its collapse even when right.

Also known as: implied vol

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