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Omicron has caused concern and uncertainty in the market. tastytrade takes a deeper dive into the rise in volatility.
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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.

Dec 3, 2021

The tastytrade research team has developed a key way to hedge a short premium portfolio. Find out what they discovered.

Dec 2, 2021

Tom and Tony look at how to get the most bang for your buck in the crypto markets.

Nov 30, 2021

During outlier market days, what happens to volatility in terms of magnitude of expansion? tastytrade digs into the answer.

Nov 29, 2021

tastytrade often highlights the importance of selling premium in high IV, but IV is not always at an ideal level in the market indices. So what's the opportunity cost of not selling premium in low IV?

Nov 24, 2021

Anton joins Tom and Tony to discuss the nature of distributions and how they help us understand probabilities.

Nov 23, 2021

What's going on with this positive SPY and VIX correlation?! Tom and Tony discuss what this reversal of usual correlation means.

Nov 22, 2021

What are the tradeoffs between trading high delta strangles vs low delta strangles? And why? tastytrade digs in.

Nov 19, 2021

We know the equity indexes are correlated--but where do they diverge, and what does this mean for how we should diversify?

Nov 18, 2021

Ever wonder whether an options portfolio or a SPY portfolio is more volatile? Join Tom and Tony as they compare the returns and volatility of each.

Nov 16, 2021

Join Tom and Tony as they take a look at how combining two types of directionally neutral strategies--strangles and iron condors--can affect portfolio performance.

Nov 15, 2021

Which strategies are the most optimal for replicating stock? Join Tom and Tony to find out.

Nov 12, 2021
Tony and TP discuss the concept of risk in-depth and look at ways to reduce it.
Nov 11, 2021

Join Tom and Tony as they examine what happens each time after cryptocurrencies hit all-time highs.

Nov 9, 2021

Is product indifference the way to go? tastytrade looks at the results of selling strangles across unrelated and usually uncorrelated underlyings to find out.

Nov 8, 2021

tastytrade looks at whether changes in volatility impacts the use of delta as a proxy for POP.

Nov 5, 2021

tastytrade digs into the details of how theta and IV are correlated.

Nov 4, 2021

We have seen many cryptos break all time highs in the past few weeks. Tony and Scott discuss what crypto rallies have looked like over the past year.

Nov 2, 2021

In the worst short-lived selloff in history, selling naked puts could have seen worse losses than the drawdown in a long stock portfolio, but only if your exposure was large enough...

Nov 1, 2021

tastytrade looks at how stocks in different sectors have performed following earnings this quarter.

Oct 29, 2021

On average, buying wings is a tradeoff between portfolio consistency in the short term, at the expense of long term profitability.

Oct 28, 2021

tastytrade looks at how the distribution of implied volatility has changed since the start of COVID.

Oct 27, 2021

On average, the cost of insuring a strangle against outlier losses (buying wings) is between 20% and 50% of the price of the long option.

Oct 26, 2021

With Bitcoin options taking hold in the retail space, we can compare expected future volatility to what actually happened: IV vs. HV.

Oct 25, 2021

tastytrade looks at how changing the width of wings of an iron condor impacts risk and return.

Oct 22, 2021

Lower IV environments tend to have the largest “outlier” P/Ls for undefined risk strategies. With IV rapidly declining, how bad are those outliers as % of initial credit as IV goes down?

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