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DEFINITION of 'Implied Volatility-IV'. Implied volatility is the estimated volatility of a security's price.
The volatility indices measure the implied volatility for a basket of put and call options related to a specific index or ETF. The most popular is the CBOE Volatility Index ($VIX), which measures the implied volatility for a basket of out-of-the-money put and call options for the S&P 500.n 2003 the CBOE adopted a new methodology that uses near-term and next-term put and call options to measure implied volatility for the S&P 500. As you can see from the charts above, the difference between these two indicators is negligible to the naked eye. Near-term options have at least 1 week left until expiration.