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IV - A thread

In financial mathematics, implied volatility of an option contract is
that value of the volatility of the underlying instrument which, when
input in an option pricing model ) will return a theoretical value equal to the current market price of the option (1/n)
Implied volatility, a forward-looking and subjective measure, differs
from historical volatility because the latter is calculated from known
past returns of a security. .… (2/n)
To understand where Implied Volatility stands in terms of the underlying, implied volatility rank is used to understand its implied volatility from a one year high and low IV.……

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