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Implied volatility
3 guides in Finabase Learn
- Option premium and time value: decay, volatility and Black-Scholes What drives an option premium, why time value melts faster near expiration, what implied volatility measures, and the intuition behind the Black-Scholes model.
- Trading earnings season: implied moves, IV crush and earnings gaps How earnings season works, how to read the market’s implied move from options, why implied volatility collapses after reports, and what real earnings gaps look like.
- Volatility and the VIX: historical vs implied volatility explained How historical and implied volatility differ, what the Cboe VIX measures and how it is built, what its 1990–2026 history shows, and why VIX products behave differently.
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