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Implied volatility (IV) is a critical concept to option traders. There are some misconceptions regarding the significance of these IV stats. This podcast will define IV and use a real-life example with an exchange-traded fund to show the expected price movement during the remaining 20-days of the option contract.
By Alan Ellman4.4
1111 ratings
Implied volatility (IV) is a critical concept to option traders. There are some misconceptions regarding the significance of these IV stats. This podcast will define IV and use a real-life example with an exchange-traded fund to show the expected price movement during the remaining 20-days of the option contract.

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