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.

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....

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...

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...

Mar 10 • 08:24

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....

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....

Feb 19 • 20:30

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

Feb 19 • 08:34

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

Feb 12 • 15:20

Feb 11 • 10:07

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

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