Options Jive - December 27, 2022 - IVR and CVaR
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English - December 27, 2022 14:33 - 8 minutes - 7.86 MB Video - ★★★★★ - 173 ratingsInvesting Business Education How To Homepage Download Apple Podcasts Google Podcasts Overcast Castro Pocket Casts RSS feed
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Implied volatility rank (IVR) gives context to the current IV in an underlying by comparing it to values over the past year. The conditional value at risk (CVaR) helps form expectations around the risk we take on when selling options by giving an average amongst the worst losers. Today, Tom and Tony examine the data to see if letting IVR determine when are willing to sell premium can improve the CVaR of our trades.