How Is the Concept of “Implied Volatility” Analogous to Network Congestion in RBF?

Implied volatility (IV) in options trading is analogous to network congestion in RBF because both represent the market's expectation of future price movement or transaction delay. High network congestion increases the expected wait time and the required fee, leading users to employ RBF.

Similarly, high IV indicates a market expectation of large price swings, which increases the option's premium (cost) and the required capital, forcing traders to adjust their strategy, much like RBF forces a fee adjustment.