2025-08-14 12:20
업계The 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
좋아요 0
FX8681112922
Trader
인기있는 콘텐츠
시장 분석
투자주체별매매 동향
시장 분석
유로존 경제 쇠퇴 위기 직면
시장 분석
국제 유가는 어디로
시장 분석
미국증시 레버리지(Leverage)·인버스(Inverse)형의 ETF, 최근 사상 최대 신
시장 분석
투기장 된 원유 ETL...첫 투자위험 발령
시장 분석
RBNZ 양적완화 확대
포럼 카테고리
플랫폼
전시회
IB
모집
EA
업계
시세
인덱스
The implied volatility (IV) of options before majo
태국 | 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
좋아요 0
나 도 댓 글 달 래.
제출
0코멘트
댓글이 아직 없습니다. 첫 번째를 만드십시오.
제출
댓글이 아직 없습니다. 첫 번째를 만드십시오.