Implied Volatility
Constant-maturity at-the-money implied volatility for the underlying, built from the options chain (near-target-DTE expirations, |delta|≈0.50 call/put average, linearly interpolated). Units are annualized decimals (0.25 = 25%).
Implied Volatility
Definition
Constant-maturity at-the-money implied volatility for the underlying, built from the options chain (near-target-DTE expirations, |delta|≈0.50 call/put average, linearly interpolated). Units are annualized decimals (0.25 = 25%).
Parameters
Asset, DTE (target tenor in calendar days)
Output range: > 0 (annualized decimal)
Example
`ImpliedVolatility(NVDA, 30) > 0.40` (30-day ATM IV above 40%)
Usage notes
Pair with IVRank/IVPercentile for relative richness, or IVHVRatio to compare implied vs realized vol before selling premium.
Full indicator reference