One implied volatility divided by another, tracked over its history. Implied over realised for the same product is another way of reading the same thing.
Where it comes up
Part 4 of the course, Positional volatility trading: taking a view on volatility and one spread worked end to end. See the course →
The full picture
3 hours 24 minutes with the man who traded these
Sven Hubens, ten years an options market maker at Optiver and Maven, adjunct faculty at The Options Institute at Cboe.
- 3h 24m of video in 58 chapters
- All 128 slides from the course
- Subtitles in 16 languages
- A certificate a firm can verify
See the course
€59.95 incl. 21% VAT · six months of access
Education, not advice. Sophron® is not licensed by the AFM to give individual investment advice.