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// constructs / implied_volatility_etm

Implied Volatility

id: implied_volatility_etm

The market's forward-looking estimate of a security's volatility, extracted from options prices via Black-Scholes. IV rank compares current IV to its 52-week range. High IV rank favors premium-selling strategies; low IV rank favors buying options. VIX is the implied volatility of S&P 500 options.

// usage

Used in 1 pax

↓ negative relationship 2 findings