Thirty day historical volatility in the S&P 500 has been 20 while the implied volatility is still at 25. That is the edge in selling premium on indices.
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Trade Options Safely and Profitably
Thirty day historical volatility in the S&P 500 has been 20 while the implied volatility is still at 25. That is the edge in selling premium on indices.
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Posted in volatility.
Tagged with Historical Volatility, Implied Volatility.
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