An index that calculates the implied volatility levels and this measurement is used to track volatility in the American Share Market. The VIX is often referred to as the 'Fear Index'. A high VIX is usually preferred by premium sellers as they collect more money in ope[click to read more]
The 30 Day Implied Volatility [underlying] is the interpolated implied volatility forecasted over the coming 30 days for the underlying. This provides a VIX-type volatility measure to individual underlying.
Implied Volatility [Contract] defines the individual contract's or spread's implied volatility. Implied volatility at a contract level is the volatility implied for the future by the contract's current pricing.