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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.

Feb 23, 2021

tastytrade studies how breaches in strikes impact probability of profit when trading options.

Feb 22, 2021
What is the best way to reduce risk and outlier losses in periods of low Implied Volatility? tastytrade investigates with a study on Iron Condor options strategies.
Feb 19, 2021

tastytrade digs deeper into volatility streaks by looking at average length of streaks of days where IV is above 20.

Feb 18, 2021

tastytrade discusses the relationship between Theta, the expected daily premium decay, and realized Daily Profit/Loss.

Feb 16, 2021

tastytrade explains how to estimate the buying power reduction (BPR) for a 16 delta SPY strangle.

Feb 11, 2021

The tastytrade research team presents an interesting comparison between skewed strangles and 16 delta strangles when trading options.

Feb 9, 2021

tastytrade looks at how profitable short premium strategies may be when IV is sideways.

Feb 8, 2021

tastytrade discusses the concept and reasoning why long premium trades are unsustainable in the long term.

Feb 5, 2021

tastytrade presents statistics for likelihood of a breach for strangles (specifically in normal market conditions).

Feb 4, 2021

tastytrade discusses the performance between using Managing at 21 Days To Expiration and Managing Winners at 50% of the premium.

Feb 3, 2021

tastytrade looks at the state of bitcoin and compares its volatility to the market.

Feb 2, 2021

tastytrade determines how recovery probabilities change with Implied Volatility Rank (IVR).

Feb 1, 2021

tastytrade walks through the intricacies of skewed data sets, like volatility, and explain how to frame expectations of risk around these types of assets.

Jan 28, 2021
tastytrade researches short put performance by using a stop-loss approach. Tune in for the results of this study.
Jan 27, 2021
tastytrade explains how efficient Implied Volatility is from an overstating Historical Volatility perspective.
Jan 26, 2021

tastytrade looks at different examples of neutral options strangles.

Jan 25, 2021

tastytrade stresses the importance of capital allocation during the 2020 selloff.

Jan 22, 2021

tastytrade discusses turnaround probability for iron condors options strategies with different deltas.

Jan 21, 2021

On paper, short duration options can provide superior potential daily return on capital than longer cycle ones. What about their long-term performance?

Jan 20, 2021

tastytrade discusses the important relationship between theta & implied volatility & how to use this information when setting up & managing options trades.

Jan 19, 2021

tastytrade discusses changes in strangle initial credit due to large moves in the underlying.

Jan 14, 2021

tastytrade discusses the effectiveness of managing shorter duration options even earlier. Is managing a 24-day short put at 10 DTE a great strategy

Jan 13, 2021

The Research Team tests the actual performance of selling strangles with the adjusted Implied Volatility Rank thresholds.

Jan 12, 2021

tastytrade researches the turnaround probability of different trading instruments.

Jan 11, 2021
tastytrade compares the daily return of strangles compared to the daily return of long stock in varying IV environments.

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