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The Skinny On Options Data Science

Implied vs Actual Volatility

The Skinny On Options Data Science

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

Today, Tom Sosnoff and Tony Battista are joined by Dr. Data (Michael Rechenthin, Ph.D.) from the Research Team as he explains how fear in the market often causes options to become overpriced, thus causing the stock's expected move to exaggerate the actual price move. Using the formulas from our last "Skinny on Data Science", Dr. Data creates a large backtest to determine how often stocks actually fall within the expected range. The results confirm our strategy of selling premium and explains why it provides us with an edge.

As always, slides for this show can be viewed at the bottom of the video.

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