Implied Volatility

Options

Description

The implied volatility is a metric that captures the market's forward-looking or expected volatility (measured in annualized standard deviation) of an underlying asset, for example BTC. It is derived using the Black-Scholes options pricing model which requires knowledge of the underlying price, the option price, the time to expiration, and the risk-free rate.

Embed Chart

Paste this code snippet onto your page

<iframe width="768" height="360" frameborder="0" scrolling="no" src="https://gains.finance/options/btc/implied-volatility?embed=true"></iframe>