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
Syntax
=ImpliedVolatility60d(Symbol, [StartDate])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
Why am I getting "NA"?
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
Why is the IV different from my broker's?
IV calculations can vary based on:
- Which options are used (ATM, weighted average)
- Time to expiration methodology
- Data provider differences
How do I interpret the value?
The value is a decimal representing annualized volatility. Multiply by 100 for percentage (0.25 = 25% expected annual move).
Related Formulas
More MarketXLS Options formulas you can use in the same worksheet:
- Implied Volatility Percentile (1 Month)
- Implied Volatility Percentile (1 Year)
- Implied Volatility Rank (1 Month)
- Implied Volatility Rank (1 Year)
- Last Updated Iv Mxls
- Last Updated Iv Orats
- Last Updated Ivrp Mxls
- Last Updated Ivrp Orats
See ImpliedVolatility60d used in a complete workbook: Implied Volatility Data MCP: Pull Live IV, IV Rank and Term Structure Into Excel and Any AI Assistant
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