Market Measures - August 20, 2019 - The Chance of Being Overstated

published 3 weeks ago by tastytrade, Inc.

This segment of Market Measures looks at how often implied volatility (IV) overstates realized volatility (RV). When IV overstates RV, the option implies an expected move (IV) that is larger than what occurs historically (RV). In general, IV ove...

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