Market Measures - May 15, 2020 - IVR Expectations After Outliers

published 2 weeks ago by tastytrade, Inc.

After large spikes in implied volatility,, we tend to see IVR understate how inflated implied volatility actually is. In this segment, we show at what level we may accept to sell premium at after large spikes in VIX. Usually, we sell premium wh...

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