Implied Volatility Explained: VIX, IV Crush and Skew

A trader buys near-the-money call options two days before an earnings report. The stock prints, moves 1.4% in the right direction, and the calls still close down 22%. The chart…

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Volatility Risk Premium – Why Options Overprice Fear

The volatility risk premium means implied vol consistently overstates realised vol. Here is how swing traders exploit the IV-RV gap for sizing and timing.

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