Options Forward Volatility Calculator
Please visit from a larger screen to use the Moontower calculators.
The amount of volatility implied by an option price includes any volatility for a preceding expiry.
Given 2 expirations we can effectively subtract the volatility of the near dated expiry from the later dated expiry to imply a forward volatility or the amount of volatility implied in between the 2 expirations.
The details of the computation can be found in Understanding Implied Forwards.