Recent content by schreibdave

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    Which IV to use when modeling spreads?

    Hi Slik Right now my focus is on selling bear call spreads and bull put spreads. This conversation has been helpful to me, so let me ask a few follow up questions: 1) You say - "I would always suggest using the implied market vol as your starting point." What measure of IV would you...
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    Which IV to use when modeling spreads?

    Thank you Slik. Unfortunately I am not familiar with a lot of the terminology/methodology that you describe, but maybe I can simplify my question... Lets say that if I have a bull put spread with an average IV of the two legs of 50. How should I model future IV? There are no earnings forecast...
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    Which IV to use when modeling spreads?

    Happy Holidays everybody I just stumbled across this forum so this is my first post here. I am working on mastering credit spreads and I have a question about how I should be modeling implied volatility. I use a program called 'Edutrader' which will create a risk graph of the proposed...
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