Implied Volatility & Standard Deviation Explained
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 Published On Sep 7, 2017

Implied volatility is a metric that captures the market's view of the likelihood of changes in a given security's price. A standard deviation is a unit of measurement that quantifies certain outcomes relative to the expected outcome. Watch this video to learn more about the relationship between IV and SD, and how changes in implied volatility affects standard deviation.

0:00 Introduction
0:46 What is IV and SD?
4:58 Standard Deviation Visualized
11:38 How IV affects SD
15:38 Takeaways: Implied Volatility & Standard Deviation
16:28 Questions/Contact info

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This video and its content are provided solely by tastylive, Inc. (“tastylive”) and are for informational and educational purposes only. tastylive was previously known as tastytrade, Inc. (“tastytrade”). This video and its content are not, nor are they intended to be, trading or investment advice or a recommendation that any security, futures contract, digital asset, other product, transaction, or investment strategy is suitable for any person. Supporting documentation for any claims, comparisons, statistics, or other technical data, if applicable, will be supplied upon request. Multi-leg option strategies incur higher transaction costs as they involve multiple commission charges. Please read the Characteristics and Risks of Standardized Options Disclosure prior to trading options. This video and its content were created prior to the legal name change of tastylive. As a result, this video may reference tastytrade, its prior legal name.

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