“Best” Option Strategy for each Implied Volatility rank

August 22, 2018

Implied Volatility percentile	Strategy
Net Buyer
0 to 50	Debit Spread
	Calendar Spread
	Ratio Spread
	Diagonals
Net Seller
50 to 70	Credit Spread
	Iron Condor
	Broken wings butterfly
Net Seller
70 to 100	Straddle
	Strangle
	Wide iron butterfly
Place trades at ~ 45 days to expiration, sell at ~15 days to expiration
25 – 40 days – sell
< 45 days – buy

Credits: Option Alpha

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Tags:derivatives, implied volatility, options

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Andronika

Andronika is borderline mental. To prevent causing distress to those around her, she has decided to set up this personal blog as an outlet and connect to like-minded people. When she is not working on her blog, you can find her with catching up on her never-ending summer reading list, working on her barre moves or taking a siesta.