Our Research Team takes a look at how selling premium after a year of no market action can be dangerous if you do not adjust your IVR threshold higher. The reason? After a year of market complacency, IVR can be affected by very small movements in IV, thus when IV jumps very small, IVR can overestimate the inflation in IV. So what do we make our threshold for selling premium after a year where VIX does not breach 20?

Our Research Team takes a look at how selling premium after a year of no market action can be dangerous if you do not adjust your IVR threshold higher. The reason? After a year of market complacency, IVR can be affected by very small movements in IV, thus when IV jumps very small, IVR can overestimate the inflation in IV. So what do we make our threshold for selling premium after a year where VIX does not breach 20?

IVR Expectations After Lull

It's not always easy to take the measure of a market, whether you've been trading for a day or a decade. On this segment we look under the hood—options probabilities, volatility, trading strategies, futures, you name it—so your trading mechanics are built to manage more winners.

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IVR Expectations After Lull

IVR Expectations After Lull