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Boost Your Market Awareness with Vonetta and Tony from Mexico!

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Monday – Friday | 8:40 – 9:00a CT

Options Jive

If you want to trade like a tastytrader, you have to learn how to talk like a tastytrader. Sit down with Tom and Tony as they dish out and discuss popular trading topics that give you an edge when opening, closing and managing your trades.

Apr 16, 2021

Join Tom, Tony and Jermal as they discuss prop trading and how it differs from retail trading.

Apr 15, 2021
On April 14, 2021, the VIX was between 16 and 17, which is below its 20-year average of 19.8. According to historic data, is the VIX more likely to expand from this IV level or contract?
Apr 14, 2021

Join Tom and Tony today as they cover what to look for when evaluating the risk in your own portfolio.

Apr 13, 2021

tastytrade considers quadratic variation and see how it differs from other volatility metrics. Find out how this impacts trade setup and market awareness. 

Apr 9, 2021

The state of current overall market volatility can help guide the amount of risk that one takes in their portfolio. tastytrade explains.

Apr 8, 2021

tastytrade walks through one of the most fundamental concepts in options trading: positive expectation.

Apr 7, 2021

When forming a trade assumption, a necessary component is that of choosing a direction. tastytrade explains what to consider when establishing a directional trade idea. 

Apr 6, 2021

Tom and Tony break down how to translate scaling into terms of IVR.

Mar 31, 2021

tastytrade examines some of the main greek metrics and how we use them when trading stock, options, and futures.

Mar 30, 2021

Can we do more options trades by using shorter durations when volatility is high? tastytrade investigates.

Mar 26, 2021

As Jermal continues his quest to master the tastyworks platform, he sits down with Tom and TP to cover the difference between IVR, IV% and IVx.

Mar 25, 2021
tastytrade walks though what a jade lizard is as well as the full options trading strategy behind it.
Mar 24, 2021

tastytrade compares implied volatility to realized volatility and finds out how much overstatement we typically see in IV.

Mar 23, 2021

tastytrade explore how extending the duration of trades can capture some of that magic even when volatility is low.

Mar 16, 2021

IV rank and IV percentile give different ways to judge current volatility against past volatility. tastytrade explores the relationship between the two and delves deep into the equivalence of the information contained.

Mar 12, 2021

tastytrade provides a refresher on ratio spreads: what they are and when to use them.

Mar 10, 2021

tastytrade discusses the profits required for a long strangle options strategy to break even.

Mar 9, 2021

tastytrade explains what happens when the market exhibits "fat tails" and how to navigate large moves when trading.

Mar 2, 2021

tastytrade explores the empirical distribution of underlying returns and compares it to the Black-Scholes model.

Feb 24, 2021

Going inverted is often a misunderstood step in the process of rolling an options trade. tastytrade sheds light on the final rolling step and clear up some of the most common questions we receive.

Feb 23, 2021

tastytrade explains some of the pitfalls of using historical volatility when trading and reiterates the advantages of implied volatility.

Feb 22, 2021

tastytrade investigates how likely it is for the Profit/Loss of an iron condor to reach its worst case loss.

Feb 18, 2021
tastytrade determines how many short strangles $20,000 could have covered during the IV expansion of the 2020 Selloff.
Feb 16, 2021

tastytrade defines and compares IVx, IV rank, and IV percentile, a family of related volatility metrics that are useful in helping traders understand more about an underlying's movement as well as option prices.

Feb 12, 2021

tastytrade looks at the concept of expected move and how it is calculated using options.

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