Implied Volatility

Returns the implied volatility derived from options prices for a stock.

Parameters

Parameter Type Required Description
Symbol string Yes Stock ticker symbol
StartDate date No Start date for calculation

Notes

  • IV is expressed as decimal (0.25 = 25%)
  • Derived from at-the-money options

Examples

=ImpliedVolatility("AAPL")
Apple IV
=ImpliedVolatility("TSLA")
Tesla IV (typically higher)
=ImpliedVolatility("SPY", DATE(2024,1,15))
IV from specific date

When to Use

  • Options pricing analysis
  • Volatility trading strategies
  • Risk assessment
  • Comparing volatility across stocks

When NOT to Use

Scenario Use Instead
Specific option IV opt_ImpliedVolatility()
Historical volatility Historical vol functions
Greeks calculation opt_Delta(), etc.

Common Issues & FAQ

Q: What's a typical IV range? A: Low volatility stocks: 15-25%. High volatility stocks: 40-80%+.

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MarketXLS Excel Add-in Tutorial - How to Use Implied Volatility and Other Financial Formulas
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