Implied Volatility (IV) in options trading represents the market's expectation of future volatility of the underlying asset, directly influencing option pricing. It is expressed as percentage (%). High IV indicates a higher expectation of price swings, leading to more expensive options, while low IV suggests a more stable outlook, resulting in cheaper options. IV is a key factor in op... https://factsheetinc.com/website/fundamental-research-company-consultant-texas.html