What is Implied Volatility Crush? (IV Crush)
Implied volatility or IV crush are descriptions for when an options vega premium dropped dramatically out of its pricing. This usually happens after a major event has passed for the…
What is Implied Volatility?
In Black–Scholes option pricing model, the implied volatility or ‘IV’ of an option contract is the cost embedded in the option of the volatility of the underlying instrument that it…
