Here You GO,
This is one of the High Probability Setup. The Key factor is Option Liquidity.
This indicator is designed with Historical Volatility (HV). The better way to perform this would be with Implied Volatility (IV).
If the IV is relatively lower (IV percentile < 30). Then there would not be much of a difference between choosing HV or IV. If the IV Percentile is > 40. Its better to use IV Std Dev.
Note: Its just my way to trade for premium erosion. If you choose to disagree, by all means go ahead.
As usual - GOOD LUCK
This is one of the High Probability Setup. The Key factor is Option Liquidity.
This indicator is designed with Historical Volatility (HV). The better way to perform this would be with Implied Volatility (IV).
If the IV is relatively lower (IV percentile < 30). Then there would not be much of a difference between choosing HV or IV. If the IV Percentile is > 40. Its better to use IV Std Dev.
Note: Its just my way to trade for premium erosion. If you choose to disagree, by all means go ahead.
As usual - GOOD LUCK
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