Tom and Tony discuss if international markets provide opportunity when domestic markets are in a lull. How much opportunity do they provide?Study
Compared selling 1(16 delta) in EEM / EWZ when IV Rank was over 50% via VXEEM / VXEWZ
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. These markets tend to have more periods when IVR is over 50 and thus present equally viable trading opportunities as SPY.