Options 101: Implied Volatility Explained - IV vs HV

We break down standard deviation in plain English, compare realized (historical) volatility to forward-looking (implied) volatility, and show how IV drives option prices, probabilities, and strategy selection. You’ll see when high IV can favor credit spreads and selling naked options. In future videos we’ll discuss IV rank and how we use it to select which underlying stocks we want to trade. #OptionTading #ImpliedVolatility How IV is actually calculated: https://youtu.be/Jpy3iCsijIU Tip Jar: https://paypal.me/kpmooney