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Market Measures

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IVR and Large Losses

Market Measures

Options involve risk and are not suitable for all investors. Please read Characteristics and Risks of Standardized Options before deciding to invest in options.

Compared to low Implied Volatility Rank (IVR), short premium trades in high IVR are subject to more risk and tend to yield higher P/Ls on average.

However, what is the probability of incurring a large loss in low IVR compared to high IVR?

Join Tom and Tony as they discuss the probability of strangles incurring large losses (P/L per trade per one lot less than -2x the initial credit) in different IVR environments.

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