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Options Trading - 期权面面观IV Rank and IV Percentile 隐含波动率排名(IVR&IVP) | Jun 4, 2021
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    Options Trading - 期权面面观IV Rank and IV Percentile 隐含波动率排名(IVR&IVP)Jun 4, 2021

    隐含波动率排名IVR和IVP是曾凯与其在衍生品战略研究部同事在2015年研发的技术性参考标准。这两个参考标准迅速革新了整个期权领域的交易的方式,并且被所有美国大型的券商所采纳成为用来衡量权利金高低的标准技术性指标。作为开发IVR/IVP成员之一的曾凯这期节目中会介绍IVR/IVP的基本定义和作用。

    IVR and IVP were invented by the tastytrade research team in 2015 to measure the level of IV level for any underlying. These two technical indicators soon became extremely popular in the options trading world and were adopted by most options brokerage firms later on. As one of the original members of this team that developed the formula, Kai explains the ins and outs of IVR and IVP in this segment.

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