Sources

Sources and methodology for IV crush

This site uses public educational sources from OIC/OCC, FINRA, Investor.gov, and Cboe-style options education. The calculator is intentionally simplified so users can inspect the moving parts instead of treating it as a black box.

Editorial method

We start with the practical user question, define the terms, show a hypothetical example, state the formula, and list the limitations. Changing market or regulatory information should be checked against official current sources.

Primary reading: OIC implied volatility overview · OIC Vega guide · OIC volatility and Greeks · FINRA options basics and Greeks · SEC Investor Bulletin on options