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Options Jive

2017 Halftime Implied Volatility Update

Jul 14, 2017

Tom and Tony discuss how we can profit off of information given by implied volatility. We look to sell options via strategies like the 1 Standard Deviation short strangle that profits from stock’s staying inside the expected moves.

Thus far in 2017, /NQ has been the only market index to see more outsized moves than it has historically. We see similar behavior in Tech, Health Care, and Consumer Staples. Interestingly, we see Currencies, metals, and treasuries have a sever overstatement in IV this year.

So which underlyings in these sectors are the most tradable? Tom and Tony discuss.

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