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tasty Extras

Market Stats: IVR Skew and Room for Opportunity

tasty Extras

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

Due to the large IV expansion from the 2020 Selloff, IVR has been skewed to underestimate the potential for opportunity for many assets.

Although the IVRs for major index ETFs and certain commodity ETFs are below the premium selling threshold, there is still significant raw IV inflation and room for opportunity for certain underlyings.

Join Tom and Tony as they look at some statistics around IVR skew.

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