Option Indicator IV (Implied Volatility)
@OptionsTutor：
The last post discusses what is delta in options. Delta, which reflects the change of option price tracking stock price: y=kx+b b is the original option price k is the delta x is the change in the stock price y is the price after the options change The delta is dynamically changing. Implied volatility is calculated through a mathematical model. The impact of implied volatility on option prices is huge. Look at changes in the price of a Tesla option below. This is Tesla's call option expiring on December 17, the strike price is $1200, and the blue at the bottom of the graph is the implied volatility. Implied volatility jumped nearly 50% during this rally.