How Do You Use IV Crush

How Do
You Use
IV
Crush?

Understanding

IV Crush

Implied Volatility Crush, or IV Crush is
the phenomenon where the Implied
Volatility of an option declines sharply, in
turn, “crushing” the options premiums.
This usually occurs after a scheduled
event has passed, such as earnings,
product announcements, or an FDA
meeting.
The unknown information to be released
on the event causes uncertainty or
greater risk in the stock price, which
causes the Implied Volatility to rise prior
to the event.

Using Implied
Volatility

Implied Volatility is often used by
Volatility Traders to determine the relative
value of an option, or how “cheap” it is.
The Volatility Trader uses a combination
of historical data and forecasted data to
come up with an answer.
Only less than 1% of options traders are
“volatility traders.”

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The Options Challenge” is an interesting
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curve.
If you can’t intelligently discuss your final
answer backed with logical reasoning and
some basic options concepts, then you’re
a beginner.
The quiz makes one realize that the only
thing that matters is the quality of the
education that helps you fully understand
the material in a shorter amount of time.

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