Realized volatility (also called historical or statistical volatility) measures how much price actually moved over a past period. Implied volatility (IV) is how much the market expects price to move, derived from current option prices. One is a measurement; the other is a forecast.

The gap between them

The relationship between the two tells you whether options are cheap or expensive relative to how much the underlying is really moving. When IV sits well above realized vol, options are pricing in more movement than is happening - expensive premium. When IV is below realized, options may be underpricing the actual movement - potentially cheap.

Why it matters for options

Option buyers effectively bet that realized volatility will exceed the implied volatility they paid for. If you pay for 20% implied and the underlying only delivers 12% realized, you overpaid - the extra premium bleeds away, much like an IV crush. Sellers bet the opposite. The IV-vs-realized gap is the core edge (or trap) in volatility trading.

Buy an option and you're betting reality will be more volatile than the price you paid assumed.

The practical use

Comparing implied to realized - alongside IV rank - tells you whether you're buying volatility cheap or dear before you enter. Systematic approaches care deeply about this: paying up for inflated IV is one of the quietest ways a "correct" directional call still loses money.