Market Measures

Monday – Friday | 9:00 – 9:20a CT

Two-Sided Implied Volatility

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.

Tom and Tony discuss if international markets provide opportunity when domestic markets are in a lull. How much opportunity do they provide?

  • Compared selling 1 Standard Deviation (16 delta) Strangles in EEM / EWZ when IV Rank was over 50% via VXEEM / VXEWZ

  • Managed all trades at 50% of credit received

  • 45 DTE options

  • 2011 to Present


We find that there is opportunity in emerging markets like EEM and EWZ when SPY might have Low IVR. These markets tend to have more periods when IVR is over 50 and thus present equally viable trading opportunities as SPY.

Market Measures More installments

See All »

Latest tastytrade Videos As of April 18

Most Shared From the last 30 days