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Implied Volatility is the market's expectation of volatility. Given the price of an option we can solve for the expected volatility of the underlying asset. Formally, implied volatility (IV) is the one standard deviation range of expected movement of an asset’s price over the course of a year. Viewing At-The-Money (ATM) IV over time gives a normalized view of volatility expectations which will often rise and fall with realized volatility and market sentiment. This metric shows the ATM implied volatility for options contracts expiring 1 week, 1 month, 3 months, and 6 months from today.