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Not investment advice. Educational reading. See Disclaimer.
L.5 · INTERMEDIATE · 3 MIN

Implied Volatility: The Option Market's Crystal Ball

Implied volatility (IV) is the single most important concept for options traders. It’s the market’s forecast of future stock movement, embedded in option prices — and it determines whether options are cheap or expensive relative to likely outcomes.

Quiz · 5 questions ↓
§ 01
AAPL — Current Price, Today's Change. Open AAPL on the Ledge to see current values.
§ 02
ConceptDefinitionTrading Implication
IVMarket’s expected annualized moveHigh IV = expensive options, low IV = cheap
IV RankCurrent IV vs. 52-week rangeAbove 50% = relatively high
IV CrushIV collapse after an event (earnings)Destroys value even if direction is right
Volatility SkewIV differs by strike priceOTM puts often have higher IV (crash protection)
§ 03

IV spikes before earnings and collapses afterward. Buying options into high IV is the #1 mistake retail traders make — even if the stock moves in your direction, IV crush can cause you to lose money.

§ 04
Expected Move = Stock Price × IV × √(Days/365)
§ 05
Calculate the expected move for a stock using its current IV. Does the option’s breakeven require a move larger than the expected move? If so, the odds are against you.
§ 06
A stock’s IV Rank is 90% (near 52-week highs). Should you buy or sell options?
§ 07

Think of IV like insurance premiums — they’re expensive when everyone is scared and cheap when everyone is calm. Smart options traders buy insurance when it’s cheap (low IV) and sell it when it’s expensive (high IV).

§ 08
AAPL IV is 25% on 30-day options. You believe future AAPL volatility will actually be 18%. What's the trade?
Five questions · AI feedback

Sit with the ideas.

A stock has IV of 60% one day before earnings. After earnings (stock moves 5%), IV drops to 30%. You owned a $100 straddle (call + put at the same strike). The stock moves from $100 to $105. Did you profit?

Why:
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