A fundamental tenet of options trading is the capture of as much implied volatility (IV) premium as possible as net sellers of options in a high IV context.
To refine my trade entries, management, and exits, I’ve been doing a bit of research to better under:
- (1) backwards-looking, historical, statistical data in order to formulate
- (2) forwards-looking, predictive, probabilistic trading
(Note: It’s important to distinguish between (1) and (2) since they’re often conflated. I’ve had debates…
