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What is implied volatility, really?

Implied volatility explained with a weather-forecast metaphor. Why option prices spike before earnings, what IV rank actually tells you, and why this matters even if you never sell an option.

6 min read · April 15, 2026
A volatility line rising into a spike labelled 'earnings', with a stormy cloud on the right and a calm sun on the left.
  • Implied volatility is the market's guess at how much a stock will move between now and expiry — a forecast of how stormy, not which direction.
  • High IV means options are expensive; low IV means they're cheap. Same chain, same strikes, very different price tags depending on the mood.
  • IV rank converts raw IV into a percentile of the stock's own 52-week range — the number to watch for premium-selling decisions, not the absolute IV reading.
  • Volatility crush after earnings is the most common reason new traders buy calls before earnings, get the direction right, and still finish red.

The weather forecast for a stock

Implied volatility — IV — is the market's best guess at how much a stock will bounce around between now and an option's expiry, expressed as an annualised percentage and baked into every option price on the chain.

Think of it like a weather forecast — not a prediction of which direction the rain's coming from, just how stormy things are going to be. When traders expect a stock to stay calm, IV sits low and options are cheap. When they expect fireworks — earnings around the corner, a Fed meeting on the calendar, a court ruling that could move the whole sector — IV spikes and the same option contract that was a few cents yesterday is suddenly a few dollars. Same chain, same strikes, very different price tag, depending on the mood.

The reason every option price on the board reflects this is that IV is the one input on the Black-Scholes pricing model that traders actually argue about — the spot price, the strike, the days-to-expiry and the risk-free rate are all known. Volatility is the one knob the chain is bidding on, and the value the chain settles on at any given moment is what we call “implied” volatility — the volatility implied by the current option price rather than measured from past stock movement.

A person holding an umbrella beneath a rain cloud, with a small sun on the opposite side — visual metaphor for implied volatility.
Same umbrella, different price — depending on what the forecast says.

Why it matters even if you never sell options

IV sets the price you pay for any option you buy and the premium you collect for any option you sell — ignore it and you'll consistently overpay for calls before earnings and underprice puts on quiet Mondays.

If you're buying a call to bet on a rally, high IV means you're paying up — the stock has to move more than the market already expects just to get you back to break-even. Low IV is the opposite: options are cheap, but the market is also yawning, so don't expect miracles. The trap most beginners fall into is buying calls right before earnings because that's when the “news” is — and discovering after the fact that they paid such a fat premium that even a 5% beat wasn't enough to make the call profitable. The forecast was already priced in; they bought the umbrella in the rain.

On the selling side the same thing flips in your favour. Selling premium when IV is high — say, on a stock with IV rank in the upper half of its 52-week range — gives you a richer credit to start with, and most of the move that pays for it has already been forecast by the chain. That's the entire rationale behind selling cash-secured puts and covered calls when vol is elevated and stepping back when it isn't.

IV rank: is today's IV actually high?

IV rank converts a raw IV number into a percentile of the stock's own 52-week range, so you can tell at a glance whether today's IV is high for that stock or just high in absolute terms.

Saying “IV is 40%” means almost nothing on its own — that's low for a high-flying tech name and high for a sleepy consumer staple. IV rank fixes this by asking a simple question: where does today's IV sit inside the same stock's range over the last twelve months? An IV rank of 80 means today's IV is higher than 80% of readings in that window — premiums are rich relative to the stock's own history. A rank of 20 means the chain is asleep. The number to track for premium-selling decisions is IV rank, not raw IV; the raw figure is just the absolute temperature, the rank is what tells you whether to bring a coat.

IV RANK65/100
LowMidHigh
IV rank of 65 — today's IV sits higher than 65% of the last year. Premium is richer than usual, but nowhere near a storm.

Try it on a real stock

The fastest way to feel IV move is to open the same chain twice a week for a month and watch it breathe.

Pull up any ticker's options chain and look for the IV column on the strikes nearest the current stock price. Note the number, the date, and the IV rank if your broker shows it. Open it again the day before the company's earnings; you'll see IV climb several points — sometimes ten or more — because the chain has priced in the expected swing. Open it the morning after the print, and IV collapses back down regardless of how the stock actually moved. That collapse is volatility crush, and it's the single most common reason newcomers buy a call ahead of earnings, get the direction right, and still finish red. The stock obeyed; the forecast didn't. If a term here feels foggy, the glossary has one-sentence definitions for every column the chain throws at you.

Frequently asked questions

Quick answers to the questions most often asked about this topic.

What is implied volatility?

Implied volatility (IV) is the market's best guess at how much a stock will move between now and an option's expiry, expressed as an annualised percentage and baked into every option price on the chain. It measures expected magnitude of movement, not direction — a forecast of how stormy, not which way the rain is coming from.

Why does IV go up before earnings?

Earnings are a binary catalyst with potentially large stock-price moves attached, and the market prices that uncertainty into options ahead of time by raising IV — and therefore option premiums. After the report, the uncertainty resolves and IV crushes back down regardless of how the stock actually moved. This volatility crush is why options bought just before earnings often lose money even when the directional bet was correct.

What's the difference between IV and IV rank?

IV is the raw implied volatility number — say, 40%. IV rank converts that number into a percentile of the same stock's own 52-week range. An IV rank of 80 means today's IV is higher than 80% of readings over the last year, regardless of whether the absolute IV is 20% or 200%. IV rank is the number to use when comparing premium-richness across different stocks.

Is high IV good or bad?

It depends on which side of the trade you're on. High IV is good for option sellers — premiums are richer, so cash-secured puts, covered calls, credit spreads and iron condors all collect more. High IV is bad for option buyers — calls and puts cost more, so the underlying has to move further than the chain already expects just to break even.

Does IV predict where the stock will go?

No — IV only predicts how much the stock will move, not in which direction. A stock with a 60% IV is expected to move a lot, but the move could be up or down. Direction is set by everything else: earnings outcomes, news flow, sector rotation, macro shocks. IV just sets the price you pay or collect for participating in that move via options.

How can I see implied volatility on my broker?

Most brokers show IV as a column on the options chain alongside bid/ask and the Greeks — toggle it on if it's hidden by default. The IV figure is usually quoted at the strike level, with a single 'IV30' or 'IV rank' headline figure summarising the chain as a whole. Watch the column move in real time around earnings to see the spike-and-crush pattern in action.

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