Most traders quote the VIX like they understand it. Almost none of them do.
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The VIX playbook For Option Traders PART 01
Part 1: Decoding the Fear Gauge and Understanding Market Volatility Fundamentals
Topics
- Volatility
Further reading
- VOL RESEARCHTHE VIX PLAYBOOK FOR OPTION TRADERS PART02: TERMSTRUCTURE & MACROVIX is essentially playing a key part in market microstructure — it tells you about risk, about sentiment, and, most importantly, about the implied volatility environment. But to r
- VOL RESEARCHIV Crush Explained: Why Options Lose Value After EarningsEarnings options price the move in advance, and that premium disappears the moment results are out.
- VOL RESEARCHHow to Roll Options: What 36 Years of S&P 500 Data ShowWhen the strike was hit, S&P 500 short puts recovered half the time and short calls one time in four.
- VOL RESEARCHOptions Trading Strategies by Implied Volatility, Part 1Match each strategy to its volatility regime using IV Rank, the volatility risk premium, and term structure.
- VOL RESEARCHIron Butterfly Options Strategy: IV, Greeks and Real TradesThe iron butterfly profits only when implied volatility overprices the move that follows.
- VOL RESEARCHHigh IV vs Low IV: Implied Volatility Explained for Options TradersThe benchmarks are the contract’s own historical range, the realized volatility of the stock, and the term structure of the chain, and that diagnosis determines which Greeks are on