LSJ Legend  Posts: 515 Joined: 8/17/2006 Location: Citrus Springs, FL  User Profile | I think this is a pretty good presentation on it too: https://www.tastytrade.com/tt/shows/everyday-trader/episodes/the-importance-of-iv-index-04-05-2017 Seems pretty clear that using the IV percentile is preferable. I think the TT research is good and accepting that you want to sell hi IV the task is to find good candidates. Another one on stock IV that is good: https://www.tastytrade.com/tt/shows/market-measures/episodes/single-stock-implied-volatility-vs-the-vix-06-28-2018 I like using OT to find option candidates primarily by running strats on custom OS lists but then doing the options analysis in TT where I can really assess the IV. | |
