Why Implied Volatility Is The Key To Your “Edge” Trading Options – Show #007

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http://optionalpha.com/show7 – In this session of The Option Alpha Podcast we’re going to have a very advanced conversation about implied volatility (IV) and why understanding IV is critical to gaining and edge in the market. Plus we’ll use a very specific example with YHOO and HAL both that have IV of 32% but when we apply IV percentiles we find out that you should be trading these stocks completely different. Buckle up – this one is intense!

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Comments

Paulo Justiniano says:

Your other video where you gave the house example was the video that really got me to finally understand. Now I do have a question for you. How do you determinate the timing. I have notice that something you will sell high IV % to come to find out that the next few weeks is even higher and sometimes you do not even find any binary event. Thanks again !

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