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How Is Implied Volatility (IV) Calculated for Bitcoin Options?

It is derived by reverse-engineering the option's market price using a pricing model like Black-Scholes.
Greeks.Live28.10.25

How Is Implied Volatility (IV) Calculated for Bitcoin Options?

IV is not directly calculated but is derived by inputting the current market price of an option (the premium) into an options pricing model, such as Black-Scholes, and solving for the volatility variable. It represents the market's expectation of the underlying asset's future price volatility over the life of the option.

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