July 14, 2020
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9/23/ · When the market declines rapidly, implied volatility (IV) tends to increase rapidly. If there is a Black Swan, or similar event (market plunge), IV is likely to explode higher. When the market gaps higher, especially after it had been moving lower, all fear of a bear market disappears and option premium undergoes a significant and immediate decline. 1/21/ · The important take away here, when trading implied volatility – is that since options are correctly priced – high IV usually precedes high REAL volatility. This means that you should “automatically” sell options when IV is above HV or when it’s “high”. The idea is to scan for extreme values or special situations that give you an edge. 11/5/ · Implied volatility (IV) is the market's forecast of a likely movement in a security's price. It is often used to determine trading strategies and to set prices for option contracts. Education.

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9/23/ · When the market declines rapidly, implied volatility (IV) tends to increase rapidly. If there is a Black Swan, or similar event (market plunge), IV is likely to explode higher. When the market gaps higher, especially after it had been moving lower, all fear of a bear market disappears and option premium undergoes a significant and immediate decline. 1/21/ · The important take away here, when trading implied volatility – is that since options are correctly priced – high IV usually precedes high REAL volatility. This means that you should “automatically” sell options when IV is above HV or when it’s “high”. The idea is to scan for extreme values or special situations that give you an edge. 11/5/ · Implied volatility (IV) is the market's forecast of a likely movement in a security's price. It is often used to determine trading strategies and to set prices for option contracts. Education.

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1/21/ · The important take away here, when trading implied volatility – is that since options are correctly priced – high IV usually precedes high REAL volatility. This means that you should “automatically” sell options when IV is above HV or when it’s “high”. The idea is to scan for extreme values or special situations that give you an edge. 9/23/ · When the market declines rapidly, implied volatility (IV) tends to increase rapidly. If there is a Black Swan, or similar event (market plunge), IV is likely to explode higher. When the market gaps higher, especially after it had been moving lower, all fear of a bear market disappears and option premium undergoes a significant and immediate decline. 3/24/ · Implied volatility represents the expected volatility of a stock over the life of the option. As expectations change, option premiums react appropriately. Implied volatility is directly influenced.

Implied Volatility – IV Definition
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Implied Volatility

11/5/ · Implied volatility (IV) is the market's forecast of a likely movement in a security's price. It is often used to determine trading strategies and to set prices for option contracts. Education. 9/23/ · When the market declines rapidly, implied volatility (IV) tends to increase rapidly. If there is a Black Swan, or similar event (market plunge), IV is likely to explode higher. When the market gaps higher, especially after it had been moving lower, all fear of a bear market disappears and option premium undergoes a significant and immediate decline. 1/21/ · The important take away here, when trading implied volatility – is that since options are correctly priced – high IV usually precedes high REAL volatility. This means that you should “automatically” sell options when IV is above HV or when it’s “high”. The idea is to scan for extreme values or special situations that give you an edge.

How to Use Implied Volatility to Your Advantage
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11/5/ · Implied volatility (IV) is the market's forecast of a likely movement in a security's price. It is often used to determine trading strategies and to set prices for option contracts. Education. 9/23/ · When the market declines rapidly, implied volatility (IV) tends to increase rapidly. If there is a Black Swan, or similar event (market plunge), IV is likely to explode higher. When the market gaps higher, especially after it had been moving lower, all fear of a bear market disappears and option premium undergoes a significant and immediate decline. 1/21/ · The important take away here, when trading implied volatility – is that since options are correctly priced – high IV usually precedes high REAL volatility. This means that you should “automatically” sell options when IV is above HV or when it’s “high”. The idea is to scan for extreme values or special situations that give you an edge.