Is the IV mentioned in the calculator for the Call or Put? : Help & FAQs

Is the IV mentioned in the calculator for the Call or Put? Print

Modified on: Thu, 4 Apr, 2024 at 2:22 PM

We always calculate IV for a strike from the OTM option of a Strike. ITM IVs are wrong because of low liquidity, and STT.

Example: Market is at 10400. If you ask us 10800 IV we will tell you the 10800 call IV. If you ask us 10000 IV we will tell you the 10000 Put IV.

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