IV30/RV ratio as an indicator
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)
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Upvoters
Status
Idea
Board
💡
Feature Request
Date
7 months ago
Author
Jón Sölvi Snorrason
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Upvoters
Status
Idea
Board
💡
Feature Request
Date
7 months ago
Author
Jón Sölvi Snorrason
Subscribe to post
Get notified by email when there are changes.