Implied volatility (IV) is the market's expectation of how much the underlying will move in the future, backed out of the option's price. It's not direction — it's expected magnitude of movement, and it's baked into every premium you pay.

IV sets the price

Higher IV means the market expects bigger moves, so options cost more (more potential payoff to pay for). Lower IV means calmer expectations and cheaper options. When you buy an option, you're paying for the IV embedded in it — buy when IV is high and you've overpaid for the expected move (the greeks).

The IV crush trap

The classic beginner loss: you buy a call before an event (earnings, a Fed print) with IV pumped up, you're right on direction — and you still lose, because once the event passes, IV collapses and the premium deflates. "IV crush" can wipe out a directional win (trading the economic calendar). Being right isn't enough if you overpaid for volatility.

Direction is only half the trade. If you buy rich volatility, the market can prove you right and still take your money.

IV and 0DTE

On 0DTE, IV is dominated by the intraday move and event risk, and it interacts brutally with theta — high IV means a richer premium to bleed off as the day decays (why theta accelerates). Understanding IV keeps you from overpaying for a move the market already expects. See delta and the bid-ask spread.