Option-implied volatility

Implied volatility (IV) is the annualized volatility that makes a pricing model match an option quote. Compare expiry-scale uncertainty and observed quote facts. This descriptive tool does not select a trade.

Advanced: expiry filter

Enter a ticker to check available derived statistics. Desk and Pro use the existing bench symbol allowance.

How should I read this?

The expiry-scale move is IV multiplied by the square root of calendar time. It is not an empirically calibrated probability interval. A straddle cost ratio measures a different quantity. Check the observation time and quote facts before comparing expiries.

Choose a ticker and optionally an expiry, then read the conclusion and evidence. Open the method to check the formula. No numerical result is supplied when display rights or required data are missing.

Show option-implied volatility for AAPL, including quote ages, spread ratios and formula limitations. Do not select a strategy.