We can achieve a huge improvement in the performance of our strangle trades when we trade on opportunities based on ranking the spread between implied and realized volatility.
We've previously shown why it's important to drill down and understand the relationship between implied volatility and realized volatility and how ranking realized volatility in conjunction with implied volatility can present unique opportunities for selling option premium.
On today's show, we take it one step further. Frank put together a fantastic segment comparing the performance of trading strangles when the rank of the spread between implied and realized volatility is above the 50 level, and as you might imagine, the results are astonishing.
Check out today's episode to see the results of today's brand new groundbreaking study.