How to Trade Options: Implied Volatility Crush
Автор: Roman Paolucci
Загружено: 2025-09-02
Просмотров: 9711
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Trading involves risk, nobody knows deterministically what the outcome of any trade will be, nothing herein is financial advice - trade at your own risk.
TL;DW Executive Summary
Uncertainty and Fear are Historically Mispriced (Overvalued)
Historic Edge says Nothing of Edge or Outcome in any Individual Trade
If True in a Forward Looking Sense we can Trade this Mispricing
Mispricings Appear in iVol and can be Traded via any Short Vega Position
Effectively we are Insurance SELLERS for Tail Risk
If you are Afraid of Tail Events you Should be an Insurance BUYER
I hope you enjoyed!
Roman
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📖 Chapters:
00:00 - Introduction
03:02 - Volatility Crush Option Trading Strategy
05:17 - Reality of Trading Volatility Crush
07:32 - Why Option Pricing is Important
10:35 - How to Think About Volatility Crush
11:48 - Trading Tool: Earnings Trading Dashboard
16:09 - Example: Live Volatility Crush Trades
19:03 - Trading Tool: Volatility Crush Trade Analyzer
22:46 - Constructing a Volatility Crush Trade
25:26 - Analyzing Trade Performance Profiles
27:54 - Analyzing Trade Profitability Potential
29:43 - What Not to Do When Trading Volatility Crush
32:17 - Closing Thoughts and Future Topics
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