tastytrade Market Measures

IV Overstatement


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Implied volatility overstatement is the concept that forward-looking price estimators "overestimate" the actual price movements that occur. In this segment, we are going to test in several assets, by how much has implied volatility overstated these moves. In the next segment, we are going to tell you what to do with this information.
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tastytrade Market MeasuresBy tastytrade