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Showing content with the highest reputation on 01/07/20 in Posts

volatilityhq.com Official Thread

I've implemented both the 'min RV for the current cycle', as well as the average and the percentile. It's there for the straddle and put calendars. That doesn't exist for now. I can add that to my todo list, not sure when i will have time for that. If someone else has the same need, please let me know by liking the post.
- January 7, 2020
2 points
volatilityhq.com Official Thread

Is there a way to create a list of IV before earnings and IV after earnings come out? Basically I am looking to open some short iron condors right before earnings comes out and close the next day. If I could find the stocks that have the highest IV crush on a percentage basis that would be super helpful. Thanks!
- January 7, 2020
1 point

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