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IV and Direction

IV and Direction

Released Wednesday, 2nd September 2020
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IV and Direction

IV and Direction

IV and Direction

IV and Direction

Wednesday, 2nd September 2020
Good episode? Give it some love!
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NASDAQ’s price and IV have become much less inversely correlated over the last three months...dropping from its long term correlation of -0.75 to a much weaker -0.42.

Compared to the last ten years, the last three months have observed roughly twice the probability (on daily and weekly intervals) where both the NASDAQ and its IV go up together.

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