Richard Moss New User Posts: 4 Joined: 6/29/2020 Location: Cape Town, South Africa  User Profile | Not sure if you ever saw this video in TT describing IV Rank and IV Percentile? I am keen to do some tests to see which gives better candidates to short volatility. TT nowadays seems to use IV Rank over IV Percentile, but the outliers in the recent market move tend to understate the current level of IV when using IV Rank. https://www.tastytrade.com/tt/shows/the-skinny-on-options-math/episodes/difference-between-iv-rank-and-iv-percentile-03-13-2014?_sp=2ffa3d19-711a-4d63-b64f-f1efb3882534.1593974836086 | |
