Thank you ! Explained in a way that is very easy to understand.
Very true now after covid crysis. IV rank is very low on some assets due to the vol spike, but in term of IV percentile it's still quite high.. thanks for the video
Thank you for doing this video. Upon learning about IVR, my immediate concern was that it could misrepresent historical IV data by weighing too heavily on outlier events.
hands down one of the best videos i've seen about this topic
Thanks for this Chris. One point of caution is a particular vol level mostly indicates a certain regime the stock is in and that regime can carry on for a long time. Again your video on backtesting condors suggest entering trades when vol was low made more profits. So better to guage how long a certain IV level has been running over for as if it's more recent than the trend will likely to continue.
Great. And how to calculate the current IV? Is it an average of the IVs of each option of the next expiration?
This is the best explanation I've seem on this topic. I have not consciously considered IV in my trades before, but am beginning to do so. Until seeing this video I did not appreciate the material difference between rank and percentile. Thanks.
The best video i have seen on this complex topic. Very well explained. Thank you so much.
Only and only this video cover ivr and ivp in depth. Great sir 🙏
Why is there no "Super Like" button in youtube! This is such a valuable video, Chris - you laid out the concepts so clearly in such a short video...great work again!
Awesome , thank you . I watched this video multiple times and things are crystal clear now . Thanks again .
Very simple, crisp and clear explanation.. Thanks
Great explanation. Thanks.
It is my understanding that IV is a concept for Options only. It is derived from all other parameters of option pricing model including (Option type, Strike Price, Stock Price, Duration, and Int Rate). Your video helped to understand Rand and Percentile so thanks for that. However, I was unable to find how a single IV value is calculated for an underlying security from its various options. Some platforms like ThinkOrSwim give a single IV number for a stock (and in options chain they give IV for each strike price) and others like Fidelity give IV30, IV60. But I have not seen anyone explaining what exact formula do they use to find IV for stock. I heard that they do some weighted averaging for IVs from option chain. Can you please give me some pointers on this? Thanks. S.
Chris, Thank You very much. Very important concept and well explained.
Very well done video--made it clear to me as a newbie who's trying to learn. Are there free resources out there to help you calculate or find the IV percentile? Thank you.
Sir please explain Delta hedging?
Very Nice explanation sir. Thanks a ton
Excellent video. Very very clear explanation!
@Thomas69383