Implied Volatility Data

The U.S. Equity Historical & Option Implied Volatilities data feed contains volatility data on over 5,400 U.S. equities publicly traded on Nasdaq, NYSE ...

Implied and historical volatility measures for all US equity options, including stocks, ETFs and indexes. Data includes component-weighted averages, forward and ...

In financial mathematics, the implied volatility (IV) of an option contract is that value of the volatility of the underlying instrument which, ...

Make decisions on whether to go long options or short them using Implied volatility data. Compare ATM IV with price data for NIFTY, BANK NIFTY and NSE ...

Implied Volatility in the chart is calculated by taking the average of implied volatility of options with strikes closest to the closing price of the underlying ...

2024年4月2日 — Implied volatility is the market's forecast of a likely movement in a security's price. IV is often used to price options contracts where high ...

Implied volatility (IV) is the market's forecast of a likely movement in a security's price. It is often used to determine trading strategies and to set prices ...

Historical Volatility data, Implied Volatility data, and the Current Implied Volatility Percentile for all stock, index and futures options updated weekly.