Glossary

Implied Volatility (IV)

By Rohan Fernandes, Founder · Updated 2026-08-21 · Educational reference, not investment advice

Implied volatility is the annualized volatility number that, plugged into an option pricing model, reproduces the option's current market price. It is the market's forward-looking price of movement, quoted in percent per year.

An IV of 30% on a $100 stock prices roughly a ±30% range for one year at one standard deviation, scaling with the square root of time: about ±8.7% over a month. IV is solved from prices, not observed, so it inherits every quirk of the quote: each strike and expiration carries its own IV (the smile and term structure), and stale or wide quotes produce unreliable IV. Because United States equity options are American-style, careful solvers strip the early-exercise premium before backing out IV; skipping that step distorts in-the-money puts most.

Educational reference. Options Scanner is a software tool. It is not a broker-dealer, an investment adviser, or a fiduciary, and nothing on this page is investment advice or a recommendation to buy or sell any security. Options involve risk and are not suitable for every investor; read the Characteristics and Risks of Standardized Options before trading. Examples use hypothetical numbers for illustration only.