In the Black & Scholes model, you assume the market price of the option as the intrinsic value. Then you go backward and calculate the volatility. That is the implied volatility in the option price.

Implied volatility shows how much movement the market is expecting in the future. Options with high levels of implied volatility suggest that investors in the underlying stocks are expecting a big ...

Implied volatility (IV): The market's forecast ... it's like hiking in treacherous terrain without a map. While the Black-Scholes model and other pricing formulas provide a mathematical foundation ...

In the past month, BTC's realized volatility has been higher than implied volatility on three occasions, each time reaching a relatively calm equilibrium. Open interest in BTC options remains high ...

Implied volatility shows how much movement the market is expecting in the future. Options with high levels of implied volatility suggest that investors in the underlying stocks are expecting a big ...