2025-08-14 12:20
IndustriaThe implied volatility (IV) of options before majo
The implied volatility (IV) of options before major events is often higher than the realized volatility (RV). Strategy: Sell a EUR/USD straddle with a strike price of ±1% 24 hours before the CPI/Non-Farm Payrolls release. Parameters: Open the position when IV > RV + 3%, and close the position after the event. Case study: On April 10, 2024, IV reached 12.5% before the CPI (RV was only 9.2%). Sell a 1.0800/1.1000 straddle. Volatility fell to 8.1% after the event, resulting in a 62% premium gain. Risk control: Single position ≤ 5% of total funds.#SharingTradingMistakesAndGrowth#BrokerEvaluation
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The implied volatility (IV) of options before majo
Tailandia | 2025-08-14 12:20
The implied volatility (IV) of options before major events is often higher than the realized volatility (RV). Strategy: Sell a EUR/USD straddle with a strike price of ±1% 24 hours before the CPI/Non-Farm Payrolls release. Parameters: Open the position when IV > RV + 3%, and close the position after the event. Case study: On April 10, 2024, IV reached 12.5% before the CPI (RV was only 9.2%). Sell a 1.0800/1.1000 straddle. Volatility fell to 8.1% after the event, resulting in a 62% premium gain. Risk control: Single position ≤ 5% of total funds.#SharingTradingMistakesAndGrowth#BrokerEvaluation
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