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Right. The point of the IV Gauge video is that very smart people price derivatives based on their expected future price ranges of the underlying - by extracting the only variable of option prices that requires estimation, one can measure the highest price (above intrinsic value) those people...

That's a great point, and another feature for the software - which I think users have demonstrated has utility, by demanding support for that type of feature. For example, most data terminals provide an IV for the underlying (without more information, my guess is that's what Van Halen's image...

. . . anyone see the difference between this outline and IB's recent Probability Lab? Thanks in advance,

Anyone have any insight about "skew" mentioned in this week's "Striking Price" column in Barron? The author states that "skew measures the difference between the IV of puts and calls above/below a stock's price." I'd think overlaying this distribution on an underlying's chart would be...

I have a wireframe mock-up chart that plots a traditional chart with an underlying's history, but attaches its future expected range on the right, using IV. http://youtu.be/mUvRA3O1mTw The IV price range would change (up/down), based on: 1. The desired future period (eg, 1, 2, 3 mos, etc.)...

I do consulting for financial service firms (brokers, banks, ISVs) and have a brokerage client who's interested in understanding the scope & scale of implementing a paper trading system allowing their customers to learn how to use their front-end. I could suggest a simple database solution...