Market Measures - November 11, 2020 - Selling Into IV Strength


Nov 11 2020 6 mins   6
Trades placed after a VIX “pop” experience larger average P/L. Staying small and conserving capital when VIX is low allows us to trade these opportunities when they arise. But don’t completely sit on your hands...even in all IV environments, SPY strangles show a positive average P/L.