Implied volatility (IV)
IV
The fluctuation the market expects in the future, read from option prices and annualised. High IV means options are expensive because large moves are priced in.
In the screenerThe basis for the premium estimate and the expected move. If the data source provides no IV, the screener uses historical volatility and marks it “~ IV from HV20”.
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See it in the screener
The live demo shows every term with example data, right next to the score and its reasons.