IV30/RV ratio would be great to analyse earnings trades, to know if options are overvalued.
IV30/RV ratio = (30-day implied volatility) / (30-day realized volatility)
IV30/RV ratio as an indicator
Please authenticate to join the conversation.
Upvoters
Status
Idea
Board
💡
Feature Request
Date
About 1 year ago
Author
Jón Sölvi Snorrason
Subscribe to request
Get notified by email when there are changes.
Upvoters
Status
Idea
Board
💡
Feature Request
Date
About 1 year ago
Author
Jón Sölvi Snorrason
Subscribe to request
Get notified by email when there are changes.