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Implied Volatility: What Option Prices Are Really Telling You

Options and Derivatives • Beginner Investing • 7 min

Implied volatility isn't something you observe directly the way you'd check a stock's price — it's something you work backward to. Plug an option's actual market price into a pricing model (like Black-Scholes), and solve for whatever volatility assumption would have produced that exact price: that number is the implied volatility. It represents the market's forward-looking expectation of how much the underlying is…

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