Implied Volatility 60 Day
Returns the 60-day implied volatility (IV) for a given stock symbol. Implied volatility represents the market's expectation of future price movement over the next 60 days.
What is 60-Day IV?
The 60-day implied volatility is derived from options prices with approximately 60 days to expiration. It provides a medium-term view of expected volatility, useful for:
- Options trading strategies
- Risk assessment
- Volatility trading
Parameters
| Parameter | Required | Description |
|---|---|---|
| Symbol | Yes | Stock ticker symbol |
| StartDate | No | Historical date to retrieve IV from |
Notes
- IV is expressed as a decimal (0.25 = 25%)
- Higher IV indicates greater expected price movement
- Compare with historical volatility to find mispricing
Examples
=ImpliedVolatility60d("AAPL")=ImpliedVolatility60d("TSLA")=ImpliedVolatility60d("SPY")=ImpliedVolatility60d("AAPL", DATE(2024,1,15))=ImpliedVolatility60d(A1)When to Use
- Medium-term volatility analysis
- Options pricing and strategy development
- Comparing current IV to historical levels
- Identifying volatility expansion or contraction
- Risk management for 2-month positions
When NOT to Use
| Scenario | Use Instead |
|---|---|
| Need shorter-term IV | ImpliedVolatility30d() |
| Need longer-term IV | ImpliedVolatility90d() or ImpliedVolatility6m() |
| Need actual price movement | HistoricalVolatility() |
| Need option prices | Option_Last_Price() |
Common Issues & FAQ
Q: Why am I getting "NA"? A: Check that:
- The symbol is valid and has options trading
- The stock has sufficient options liquidity
- For historical dates, options data exists for that period
Q: Why is the IV different from my broker's? A: IV calculations can vary based on:
- Which options are used (ATM, weighted average)
- Time to expiration methodology
- Data provider differences
Q: How do I interpret the value? A: The value is a decimal representing annualized volatility. Multiply by 100 for percentage (0.25 = 25% expected annual move).
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