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Implied Volatility (IV)

The term implied volatility refers to a measurement that reflects the market's perception of the likelihood of price movements for a certain investment. Using implied volatility, which is frequently used to price options contracts, investors can forecast future movements as well as supply and demand. Implied volatility differs from historical volatility, which gauges prior market moves and their actual outcomes. Historical volatility is sometimes referred to as realized volatility or statistical volatility.

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