<p>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 when IVR is above 30, but after large spikes in VIX we may adjust that threshold down to 20 or even lower.</p>

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 when IVR is above 30, but after large spikes in VIX we may adjust that threshold down to 20 or even lower.

IVR Expectations After Outliers

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 Outliers

IVR Expectations After Outliers