RISK & PLANNING TOOL
Compare the IV-implied move under current and revised volatility assumptions.
Update any value to recalculate.
Calculated from the values above.
This compares statistical expected moves only. An IV change does not determine a future price path.
Use this tool to see how a volatility change alters an IV-implied expected range.
Keep the underlying price and expiration fixed, then compare the current implied-volatility assumption with a revised one. Use the difference to understand sensitivity to volatility changes, not as a prediction that volatility will rise or fall.
It calculates expected move at each IV using underlying price × IV × square root of time.
The comparison holds the other displayed inputs constant so the effect of volatility is visible. In a live market, price, time, and volatility can all change together.
At the same stock price and expiry, raising IV from 25% to 35% widens the estimated range.
The difference isolates the effect of changing IV while the other inputs stay fixed. In practice, price and time often change at the same time, so use it as sensitivity context rather than a forecast.
Do not confuse a wider IV range with a directional view. Higher IV can raise the expected-move estimate without saying whether the underlying will rise or fall.
IV does not predict direction or guarantee future option prices.