Implied Volatility Calculator

Calculate implied volatility (IV) from option market prices using the Black-Scholes model for crypto options.

Option Market Data

$
$
$

Current trading price of the option

days
%

Implied Volatility

93.21%

High Volatility Regime

📅Daily Volatility
4.88%
📆Weekly Volatility
12.93%
📊Expected Move
+-$13,361
📈IV/HV Ratio
1.10

Expected Price Range

1 Std Dev Range
$36,639$50,000 (Current)$63,361

Volatility Term Structure

30-Day IV93.21%
60-Day IV88.55%
90-Day IV83.89%

Price Verification

Market Price$3,500
Theoretical Price$3,500
Difference$0