Using Implied Volatility to Implement Strategies

With any options strategy, there are two types of volatility to consider - historical and implied. Historical volatility is a measure of how much underlying movement has already transpired, while implied volatility, or IV, is an indication of how much change the market is expecting based on the option's price. Former traders and current OIC instructors Ken Keating and Mat Cashman will lead a webinar on metrics and specific strategies designed to take advantage of different levels of IV. During this presentation attendees will learn about:

Implied and historical volatility essentials
Vega
IV rank and percentiles
Strategies for both low and high IV situations
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