With any options strategy, there are two types of volatility to consider - historical and implied. Historical volatility is a measure of how much underlying movement has already transpired, while implied volatility, or IV, is an indication of how much change the market is expecting based on the option's price. On Aug. 10, former trader and current instructor Ken Keating will lead a webinar on metrics and specific strategies designed to take advantage of different levels of IV. During this free presentation from OICSM, attendees will learn about:
- Implied and historical volatility essentials
- IV rank and percentiles
- Strategies for both low and high IV situations
Sign up now for this live OIC webinar. Plus, registration also grants access to our on-demand library, where our entire options webinar catalog can be watched any time.