Using historical volatility

Implied volatility represents the expected volatility of a stock over the life of the option. Implied volatility is directly influenced by the supply and demand of the underlying options and by the market's expectation of the share price's direction (see "Implied Volatility: Buy Low And Sell High" by Jeff Kohler ). Beside historical volatility, investors' expectation is also influenced by current option price and underlying stock price, expiration date, strike price and other factors including individual investors' experience. Historical volatility is $\boxed{\text{unable to tell}}$ what implied volatility will be.