Probability II: Standard Deviations and Tail Risk
For option investors, an understanding of standard deviations may help with assessing the risks inherent in a portfolio. In this rebroadcast from the OIC webinar program, led by instructor Mat Cashman will detail how standard deviations can play a role in assessing price movements, tail risk and how may be used options to hedge and more.
(7:48) - Normal Price Distribution
(11:47) - Standard Deviations
(17:16) - Historical and Implied Volatility
(31:38) - How Volatility Can Affect Options Prices
(40:39) - Tail Risk