Implied volatility

A concept in financial markets, particularly in options trading, representing the market's forecast of a likely movement in a security's price. Derived from the price of an option, it indicates the market's view of the likelihood of changes in a given security's price, with higher values suggesting significant price movement and lower values indicating little price movement. Implied volatility is crucial for options traders to gauge market sentiment and make informed decisions about buying or selling options.

Implied volatility was discovered on June 22nd 2022 and it currently has a search volume of 12.1K with a growth of +1150%.