Options Jive - November 5, 2020 - Volatility Contractions


Nov 05 2020 7 mins   12
On days with large implied volatility (IV) contractions, on average, IV started out high, and the market had a large up day. There were just 18 days in the last 30 years where VIX experienced a 20% or more contraction in one day. Tune in as Tom and Tony walk through this information in depth and explain how to apply it to your options trading strategies.