# Implied Volatility of a stock?

I know that implied volatility is the result of backing volatility out of any one of the many options pricing calculations.

However, I've noticed that on ThinkorSwim and other platforms they also have implied volatility, and historical volatility of the stock itself.

Is this a weighted average of IV of all active contracts, or do they actually mean a rolling volatility like yang-zhang? "Implied Volatility" of a stock itself seems like a weird concept to me, mostly because you can trivially calculate volatility directly.