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...
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...
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...