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Different Time Frames for IV Rank?

Market Measures

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In the search for trading opportunities, we like to use IV Rank as a gauge for how elevated a stock's implied volatility is compared to its past year's high and low. What if we use a different time frame to determine IV Rank?

Study:
  • Selling Straddles (Managed at 25%)
  • 2006 to Present
  • IV Rank greater than 50
  • Compared IVR time spans of: 2 years, 1 year, 6 months, and 1 month

Tune in to hear Tom and Tony run through the results of using varying durations for IV Rank!

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