Optimal Iron Condor Strategy and how to find it in Option Samurai
Today we will discuss one of the most popular strategies in options trading: iron condor. The Strategy became very popular due to …
Implied Volatility backtest pt 3: IV and RV
In the past two parts, we saw that IV and RV are both mean-reverting. We also saw that we could use the …
What is Expected Value and 3 ways to use it
This article is part of a series of educational articles that describe some of the advanced concepts implemented in Option Samurai’s option scanner. …
Implied Volatility Backtest 2: Predicting RV Change
This is a multiple article series. In part one, we discussed how the IV percentile predicts future IV change. In this article, …
Implied Volatility backtest – Predicting IV Change
[We have just added another article in the series, about the Real Volatility (or Historical Volatility) backtest. Check it here] We’ve often …
Difference between IV Rank & IV Percentile
In the OptionSamurai Scanner, we use IV Percentile to compare the IV of different stocks and call it “IV rank” as we …
What is implied volatility percentile (IV percentile)
Implied Volatility percentile is a ranking method to compare implied volatility to its past values. The ranking is standardized from 0-100, where …
Implied volatility drop after earnings
Many traders ask themselves how much the Implied volatility drop after earnings. Since earning release are very volatile – We can see an increase …
The markets plunge – what does Vix tell us?
(small update: The Vix gave more than 30% and faster than we projected. If you took our idea it might be good …
Edge of Skew Rank – Part 2
Last article we talked about what is skew. In this article we will talk about ranking the volatility skew rank and it’s edge …