2025-08-14 12:20
A l'instar de l'industrieThe 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
J'aime 0
FX8681112922
Trader
Discussions recherchées
A l'instar de l'industrie
WikiFX recrute: Un(e) spécialiste e-marketing Forex à temps partiel
A l'instar de l'industrie
Tirages au sort WikiFX - Tentez votre chance pour gagner un crédit d’appel !
A l'instar de l'industrie
WikiFX recrute un(e) spécialiste marketing
A l'instar de l'industrie
Chemin à la fortune : Indications de l'activité Airdrop WikiBit
Analyse de marché
construction
A l'instar de l'industrie
Route à la Fortune : Indications de l'activité Airdrop Spécial WikiBit
Catégorisation des marchés
Plateformes
Signalement
Agents
Recrutement
EA
A l'instar de l'industrie
Marché
Indicateur
The implied volatility (IV) of options before majo
Thaïlande | 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
J'aime 0
Je veux faire un commentaire aussi.
Poser une question
0commentaires
Aucun commentaire pour l'instant. Soyez le premier de faire un commentaire !
Poser une question
Aucun commentaire pour l'instant. Soyez le premier de faire un commentaire !