Market Measures - November 13, 2019 - IV and Theta/Vega Ratio

published 3 weeks ago by tastytrade, Inc.

What happens if traders use the Theta-Vega ratio as a trade metric upon order entry? tastytrade's Research Department ran a study to determine the results. ###Study * Comparing trade metrics when theta / vega ratio is: * T/V is less than 20 ...

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