Derivatives Options Atmimpliedvolatility Options Atmimpliedvolatility
Bitcoin
Options Implied Volatility is the market's expectation of future price volatility, derived from option prices.
Why it matters
It shows how much movement traders are pricing in, a gauge of fear and uncertainty.
How it is built
Implied volatility is back-solved from traded option premiums across strikes and expiries.
What to watch
Rising IV signals expected turbulence and richer hedging costs; low IV signals complacency, often before big moves.
Related metrics
- Derivatives Options Volatilitysmile Options Volatilitysmile
- Derivatives Options Putcallvol Options Putcallvol
- Derivatives Options Putcallratio Options Putcallratio
- Derivatives Options Putcalloi Options Putcalloi
- Derivatives Options 25deltaskew Options 25deltaskew
- Derivatives Options Strike Delta Options Strike Delta
- Derivatives Options Ibit Gammaqueeze Options Ibit Gammaqueeze
- Derivatives Options Ibit 25deltaskew Options Ibit 25deltaskew