Implied Volatility for Beginners In Under 15 Minutes!

  Рет қаралды 11,727

tastylive

tastylive

Жыл бұрын

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Пікірлер: 6
@shawnjrmcleary8237
@shawnjrmcleary8237 Жыл бұрын
I’d buy you both a beer but instead ill just say thank you for this!
@quantum7401
@quantum7401 Жыл бұрын
Thanks
@edwinbab3205
@edwinbab3205 Жыл бұрын
Is it good but way before earnings then sell when close to earning as price goes up
@ATLJB86
@ATLJB86 Жыл бұрын
Aye Mi-KE!
@jeffreyjohnson3320
@jeffreyjohnson3320 Жыл бұрын
Using calendar days (365) vs trading days (252) to calc IV makes a difference, especially as expiration date approaches. An empirical check to prove which is more efficacious exists. This check is called "Monday." Friday-to-Monday IV should be significantly higher if, indeed, calendar days is the better measure -- i.e. 3/365's vs 1/252'nd. This is not the case.
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