Market Measures - December 23, 2022 - Volatility There and Back Again

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English - December 23, 2022 15:42 - 13 minutes - 12.6 MB Video - ★★★★★ - 173 ratings
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Prices may not be reverting, but if you wait long enough we tend to see them again. We know that when prices go up, IV goes down and vice versa, but over these excursions of sideways price movement what is the net effect on volatility? Today, Tom and Tony examine the data to see how we can prepare our positions for these price excursions.