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tastytrade Options Jive

Business • Education

If you want to trade like a tastytrader, you have to learn how to talk like a tastytrader. Sit down with Tom and Tony as they dish out and discuss popular trading topics that give you an edge when opening, closing and managing your trades.

Popular episodes

Deriving Expected Move

Aug 17 • 09:35

The simplified Expected Move formula “Stock Price ✕ (IV / 100) ✕ SquareRoot(N / 365)” allows for traders to easily calculate the market’s expectation for a particular stock to move a certain amount over any number of days. Remember, implied volatility is the driver of expected move, so when IV of a stock changes, so will the expected move....

Room for Opportunity

Aug 4 • 07:41

Short premium positions are most profitable in high IV environments, and we trade IVR > 30 as a rule of thumb to ensure this. However, if IVR becomes skewed, there may still be short premium opportunities when IVR < 30. With all the major index ETFs having IVR < 30, is there still room for opportunity? Comparing the current IV with the 10-year average IV for each index, we...

Risk In An Options Portfolio

May 21 • 13:49

Quantifying the overall risk factors of a portfolio becomes more complicated when you begin including options in addition to equities. The Greeks can be used to characterize risk for individual option contracts, as well as the overall risk of multi-contract strategies and option portfolios. Today we discuss an example of how we can calculate overall portfolio Greeks on the...

Changing Delta

Mar 10 • 08:24

The Concept of Going Inverted

Mar 4 • 08:37

In a market like last week, where one side of a strangle gets tested extremely quickly, we generally have a set of mechanics to defend the position....

What the Heck is Skew

Mar 3 • 17:33

Skew is where traders perceive the most risk. For example, for equities, the velocity of risk, and therefore skew, is to the downside because when markets drop, they drop much faster than they rise on average. For commodities, the velocity of risk is to the upside meaning that commodities tend to crash upward much faster than they drop to the downside....

Volatility Surfaces

Feb 19 • 20:30

Option pricing models require assumptions about stock price dynamics that are not entirely accurate....

Dynamic Delta

Feb 19 • 08:34

Delta measures the probability of an option expiring in the money, but what does this mean for us?...

Conditional Probability

Feb 12 • 15:20

Uses of Delta

Feb 11 • 10:07

Delta represents the change in the option value when the underlying moves up by $1....

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