Implied Volatility (IV)

Implied Volatility (IV) represents the market's forecast of how much a stock's price is likely to move. It's derived from current options prices — when traders are willing to pay more for options, IV rises, indicating greater expected movement.

• Higher IV = More expensive options (and bigger expected move)
• Lower IV = Cheaper options (market expects calm)
• IV Crush — Rapid IV decline after a known event (like earnings). Options lose value even if stock moves.
• IV Rank — Current IV relative to its range over the past year (0-100)
• IV Percentile — What percent of days in the past year had lower IV than today

iGotFomo tracks IV across 5 independent data sources and computes consensus ATM IV, IV term structure (contango vs backwardation), and 25-delta IV skew for all major stocks.