IVR strangle
strangle strategy with specific strike prices and expiration date
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- 250 call
- 90 put
- stock's movement
- market volatility
5 matching records.
strangle strategy with specific strike prices and expiration date
Better than 50/50 and IVR
IVR is available on the platform but is mislabeled as IBP (implied volatility percentile). It can be found in the drop-down menu or by contacting support. The speaker uses IVR for consistency and context around implied volatility.
The speaker suggests using both the high and low IVR plots to determine the current position relative to the implied volatility range. This helps in making informed decisions about the strategy.
IVR (Implied Volatility Ratio) doesn't matter for a covered call strategy on existing stock holdings because the focus is on the direction of the stock. However, higher IVR can lead to higher premiums, which is a benefit.