Implied Volatility: The Market's Crystal Ball
A deep dive into implied volatility (IV), what it represents, and how it influences option pricing and trading strategies.
A deep dive into implied volatility (IV), what it represents, and how it influences option pricing and trading strategies.
Explore the concepts of Theta (time decay) and Vega (volatility sensitivity), two critical components of an option's price.
Understand how implied volatility (IV) affects your spread positions and learn to use it to your strategic advantage.
Learn how to profit from significant market moves, regardless of direction, using the long straddle—a foundational volatility strategy.