Market Measures

Monday – Friday | 9:00 – 9:20a CT

Outlier Rank

Market Measures

Options involve risk and are not suitable for all investors. Please read Characteristics and Risks of Standardized Options before deciding to invest in options.

IVR is a great metric for estimating the relative inflation of option prices at a given time; however, it does not take outlier risk into account.

Today Tom and Tony discuss an example of how to estimate the relative amount of outlier risk at a certain time, outlier rank.

We investigate how this can be incorporated into a trading strategy, and how the modified trading strategy performs against trading SPY strangles.

Market Measures More installments

See All »

Latest tastytrade Videos As of July 10

Most Shared From the last 30 days