Volatility Impact Calculator
Dont let IV Crush surprise you. See how volatility changes affect your option's value.
Parameters
Option Price vs Implied Volatility
See how option premiums inflate as volatility rises
Understanding Vega
This chart demonstrates Vega risk. Notice how the option price increases as Implied Volatility (IV) goes up, even if the stock price stays the same.
- Orange Line: Current timeframe. High sensitivity to Volatility.
- Green Dashed Line: Near expiry. Volatility matters less because there is little "Time Value" left to inflate.