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Trading Options Using Implied Volatility and Standard Deviation

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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/
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Text Comments (14)
ramesh sharma FB (1 year ago)
implied volatility n standard deviation .............
sconcepts1 (2 years ago)
Hello T.T., how can I calculate S.D. myself for a specific stock, thanks.
reese_ ks (2 years ago)
Is there a video how to manage the 14% of the time loss on a short naked put?
Rick Miranda (2 years ago)
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!
Adam Sanchez (2 years ago)
Good video. How would you hedge for event risk if you're selling an OTM strangle at 1SD?
James Upton (3 years ago)
Hey tastytrade what options pricing model are you using to price America options in TOS?
tastytrade (3 years ago)
+James Upton Hi - tastytrade uses the same calculation as TD Ameritrade does now. If you need to know the details, TD Ameritrade might be the better source to ask. Thanks!
Hussein (3 years ago)
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.
Ron Sparks (2 years ago)
You can use standard deviation to calculate kurtosis which will help with your skew/tail risk
Johan Benade (3 years ago)
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!
Dr.Leslie J Allison MD (3 years ago)
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?
tastytrade (3 years ago)
+Leslie Allison Hi, Leslie - If you're looking at the IV for each strike price, then yes, that is the IV for the corresponding call or put. The overall IV number is an aggregated IV from the options. Hope this helps!
Dr.Leslie J Allison MD (3 years ago)
OK. Love the opening theme song. But we need a second song for variety. Anything by Tom Petty.
SP3NT (4 years ago)
You love your men's wearhouse shirts. I've noticed quite a few egaras (brand). Thanks for all the help1

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