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Screening For Rich V/s Cheap Volatility: Jack Sparrow

Options traders seek to identify underlying assets with relatively high or low implied volatility to determine whether to sell or buy options. High implied volatility suggests an asset's options are overpriced, making the asset a candidate for option selling. Low implied volatility means options are underpriced, so the asset could be a candidate for option buying.

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rdixit2
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34 views

Screening For Rich V/s Cheap Volatility: Jack Sparrow

Options traders seek to identify underlying assets with relatively high or low implied volatility to determine whether to sell or buy options. High implied volatility suggests an asset's options are overpriced, making the asset a candidate for option selling. Low implied volatility means options are underpriced, so the asset could be a candidate for option buying.

Uploaded by

rdixit2
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Screening for Rich v/s Cheap Volatility

Jack Sparrow 1 Introduction


The most important question among the option traders is How to identify relatively high and low implied volatility to categorize option selling v/s buying candidates.

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