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Why Most Traders Are Getting This Market Wrong
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ticker lesson
Breakdown
0:00lesson
Market dispersion and index vs single stock volatility
- S&P 1.5% off high
- 27 names hit 52-week lows
- 4 new highs
- Index premium cheap vs single names?
- Dispersion TP underneath covers
2:12lesson
Index vs individual stock volatility and market dynamics
- Index vs single stock volatility
- Breath numbers show hidden damage
- Market not cracking despite breath
- Long VIX, short S&P
- Individual names and ETFs
3:54lesson
IV rank vs IV percentile and volatility interpretation
- IV rank vs IV percentile
- IV rank range statistic
- IV percentile frequency statistic
- IV percentile more informative
- Volatility interpretation
6:04lesson
IV rank vs IV percentile and volatility skew
- IV rank skewed by news spikes
- IV percentile more accurate
- Silver and gold volatility example
- IV percentile better for abnormal volatility
- Range vs frequency stats
7:49lesson
Delta calculation and market volatility
- Delta as first half of Black Scholes
- Delta not circular
- 16 delta as one standard deviation
- Market doesn't realize volatility
- 16 delta as anchor point
9:58lesson
Option pricing and implied volatility
- Option price vs model
- Implied volatility feeds formulas
- Delta, probability, gamma, theta derived
- Market price from average
- No circularity in model
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