Volatility for options

VF006 · Volatility forecasting and options · Lesson 6 of 8. Twelve interactive steps, each with its own guided explanation.

From Black–Scholes σ to the full SPX implied-vol surface on real chains: smiles, skews, term structure, the Fed-day bump, and where forecasting fits.

Every step uses real market data. This is education about models and their assumptions, not financial advice.