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Implied Volatility (IV) in Option Chains: The Hidden Market Sentiment. How IV affects option pricing

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What is Implied Volatility? Implied Volatility (IV) in options trading represents the market's expectation of future volatility of the underlying asset, directly influencing option pricing. It is expressed as percentage (%). High IV indicates a higher expectation of price swings, leading to more expensive options, while low IV suggests a more stable outlook, resulting in cheaper opti... https://topcollegesadmission.in/

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