Impvolatility indicator

You should have impvolatility indicator,almost all platforms have it!!

Implied volatility is the amount of volatility assumed by the market. Instead of using a simple formula based on standard deviation, such as historical volatility, implied volatility plugs several variables, such as the actual option price, underlying price, strike price and expiration date, into the selected model and solves for volatility. Thus, this value represents the volatility implied by the other variables.

Specifically, CQG uses implied volatilities in the Cox-Ross Rubenstein model, which calculates implied volatilities by taking weighted averages of some of the possible underlying maturity prices.

Setting implied volatility involves two main steps:

-selecting the series to evaluate

-performing the implied volatility calculations on those series

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