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Yes, actually there is such thing. And a lot of traders actually use it as an indicator, to see if the options of that stock are expensive or cheap. And I did ask TWS, this is what they said: "The 30-day volatility is the at-market volatility estimated for a maturity thirty calendar days...

What about basing your strategy on mean reversion? IV tends to be mean-reverting. Most of the times you can look at the chart and see if there's a low point historically that will guarantee and increase in probability of IV reversion.

Interesting. I believe it should be the V30 as well... In regards to my last question though, what do you suggest my approach should be after determining there is a stock with a historically low IV? Should I buy the options with the longest time expiry I could get? Or should I buy the one...

Hi, For any give stock, in TWS (and on any other broker) there is a reported options historical volatility and an options implied volatility. I know the historical volatility is the annualized standard deviation of the stock. But how is the implied volatility determined? I am aware that the...