Trading Options Using Implied Volatility and Standard Deviation



Today, Tom Sosnoff and Tony Battista discuss Implied Volatility and Standard Deviation! These are two very important metrics when trading options and the guys explain everything you need to know to make you a better trader! ======== tastytrade.com ======== Finally a financial network for traders, built by traders. Hosted by Tom Sosnoff and Tony Battista tastytrade is a real financial network with 8 hours of live programming five days a week during market hours. Tune in and learn how to trade options successfully and make the most of your investments! http://goo.gl/EaF69C Subscribe to our YouTube channel: http://goo.gl/Szl24S Watch tastytrade LIVE daily Monday-Friday 7am-3pmCT: http://goo.gl/EaF69C Download our mobile app, Bob the Trader: http://goo.gl/zgIyco Follow tastytrade on Twitter: https://twitter.com/tastytrade Become a fan of tastytrade on Facebook: https://www.facebook.com/tastytrade Follow tastytrade on LinkedIn: http://www.linkedin.com/company/tastytrade Follow tastytrade on Instagram: http://instagram.com/tastytrade Follow tastytrade on Pinterest: http://www.pinterest.com/tastytrade/

Comments

  1. Hello T.T., how can I calculate S.D. myself for a specific stock, thanks.
  2. Is there a video how to manage the 14% of the time loss on a short naked put?
  3. I need this shown in a step by step example. What does this analysis and implementation of the trade look like. Is "mu" (the average) a moving average? and are you waiting for the price to hit the 1 STD level before placing the trade? I'm new to options and want to be able to understand what's being discussed better and how to translate that into actionable trading. Help!
  4. Good video. How would you hedge for event risk if you're selling an OTM strangle at 1SD?
  5. Hey tastytrade what options pricing model are you using to price America options in TOS?
  6. Standard deviation is useless, it only works if the returns are normally distributed, asymmetric; However, they are not. For example, returns on commodity options are leptokurtic, negatively skewed.
  7. You guys are like the cool teachers we never had in school you have a great talent to break complex concepts down and make them sound simple and logical. Keep up the good work!
  8. Thanks for the videos.They're great. I'm learning implied volatility from your clips. Are the implied volatility numbers listed on the option chain the IV of the strike price, the IV of the premium, or the underlying?
  9. OK. Love the opening theme song. But we need a second song for variety. Anything by Tom Petty.
  10. You love your men's wearhouse shirts. I've noticed quite a few egaras (brand). Thanks for all the help1


Additional Information:

Visibility: 36257

Duration: 11m 15s

Rating: 165