Implied Volatility Implied Volatility (IV)
The market's forward-looking estimate of how much an asset's price will swing. बाज़ार का वह forward-looking अनुमान कि किसी asset की कीमत कितनी उछलेगी-गिरेगी।
Implied volatility (IV) is the market-implied expectation of future price swings, derived by back-solving the Black-Scholes model from an option's observed premium. Unlike historical volatility (past realised moves), IV is forward-looking. High IV means options are expensive; low IV means they are cheap. India VIX — NSE's fear gauge — tracks expected 30-day Nifty volatility and spikes before major events. Options sellers prefer high-IV environments to collect fatter premiums; buyers look for low-IV entries to minimise cost.
Implied volatility (IV) भविष्य की कीमत हलचल का वह market-implied अनुमान है जो option के observed premium से Black-Scholes model को back-solve करके निकाला जाता है। historical volatility (बीते moves) के विपरीत, IV forward-looking होती है। ऊँची IV मतलब options महँगे हैं; कम IV मतलब सस्ते। India VIX — NSE का fear gauge — 30-day Nifty volatility की expected range track करता है और बड़े events से पहले spike करता है। options sellers को premium ज़्यादा मिलने के लिए high-IV environment पसंद है; buyers कम लागत के लिए low-IV entry ढूँढते हैं।