September 11, 2019

How We Use Implied Volatility To Calculate the Expected Move

Remember, we trade in the world of probabilities, not possibilities.  But how do we know what is reasonable or probable?  Implied volatility gives us the answer.

Click the video below to find out how

Follow me on Twitter @MikeShorrCBOT

about the author:

Mike Shorr

Since 1994, Michael has been an on-the-floor market maker, Vice-President of Interest Rate Derivatives for Knight Financial Products and Director of Education and Options Instructor at Trading Advantage. He makes the oftentimes complex world of options and trading accessible to the novice and advanced trader alike. Michael has a Bachelor of Science degree in Statistics and Finance from the University of Illinois Champaign-Urbana. He presently is Director, Trader Education at ProsperTradingAcademy.

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December 23, 2025

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https://www.prospertrading.com/a-deep-dive-into-vega-and-implied-volatility/A Deep Dive Into Vega and Implied Volatility
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January 16, 2026

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