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Monday – Friday | 9:00 – 9:20a CT

Market Measures

It's not always easy to take the measure of a market, whether you've been trading for a day or a decade. On this segment we look under the hood—options probabilities, volatility, trading strategies, futures, you name it—so your trading mechanics are built to manage more winners.

The Non-Effect of Economic Reports
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Jun 11, 2021

tastytrade looks at why macro reports are irrelevant to traders.

Diversifying Across Indices
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Jun 10, 2021

tastytrade takes a look at diversifying equity ETFs and look at the reduction in risk.

What Happens In a Lull?
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Jun 8, 2021

tastytrade looks at stable markets with low IV vs stable markets and high IV. What are the differences?

Is Elevated IV a Good Thing?
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Jun 7, 2021

tastytrade looks at markets with elevated but not declining IV, and observes the performance of short premium trades.

The Reality of FOMO
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Jun 4, 2021

tastytrade looks at how common a move like AMC and crypto affects the majority of the market.

Ways to Reduce Volatility
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Jun 3, 2021
tastytrade analyzes the importance of reducing portfolio volatility and the potential solutions.
Comparing Underlyings
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Jun 1, 2021

tastytrade compares various stocks and their profitability using statistics.

How Skewed Are Options?
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May 28, 2021

Option skew can be determined by looking at a put and call of the same delta, and compare their prices and distances from at-the-money.

Buying Protections
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May 27, 2021

tastytrade analyzes whether buying protections is an effective way to hedge against our portfolio.

Recovering Losses For Iron Condors
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May 25, 2021
Join Tom and Tony as they discuss whether holding losing iron condors past 21 DTE significantly improves trade-by-trade performance
Sharpe and Skew
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May 24, 2021

tastytrade looks at the flaws of using the sharpe ratio to gauge risk-return of a short premium strategy.

A Deeper Look at Discretionary Management
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May 21, 2021

Join Tom and Tony as they take a deeper look at discretionary management.

The Performances of Dynamic Spreads
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May 20, 2021

tastytrade analyzes the factors of the performances of dynamics spreads.

P/L Flips After 21 DTE
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May 18, 2021

tastytrade researches the likelihood of Profit and Loss flipping after 21 Days To Expiration (DTE).

The Monty Hall Problem
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May 17, 2021

tastytrade links a popular thought experiment with practical applications to trading.

The Inner Workings of Short Vol
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May 14, 2021

tastytrade looks at a popular short volatility ETFs and weighs its costs and benefits.

Buying Power Requirement Volatility
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May 13, 2021

tastytrade analyzes the buying power reduction volatility for naked puts.

More tastytraders Less Profits?
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May 12, 2021

Today, the research team discusses the possibility of more premium sellers leads to less profit in the future.

Discretionary Management
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May 11, 2021

tastytrade shares trade-by-trade statistics when we use one type of discretionary management strategy (one that changes depending on the state of a trade).

What Happens After 21 DTE
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May 10, 2021

tastytrade takes a deep dive into what happens after the 21 DTE point in a trade.

Central Limit Theorem and Option P/L
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May 7, 2021

tastytrade explains the Central Limit Theorem and how it applies to option Profit/Loss distributions.

Width of the Wings
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May 6, 2021

tastytrade analyzes the factors that impact the dynamic spread’s wing width.

A Guide to Choosing Delta
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May 4, 2021

tastytrade lists the main factors to consider when choosing an option contract's delta.

The Efficiency of the Kelly Criterion
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May 3, 2021

The Kelly Criterion may be a confusing topic for many, but in today’s Market Measure, tastytrade reviews its efficacy in determining portfolio allocation guidelines.

The Risk of Very Cheap Options
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Apr 30, 2021

As IV goes lower, can we just sell options in low IV? tastytrade reviews this strategy and highlights the downfalls.

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