Fantastic study! Really appreciate all the studies and data you guys provide which is a literal GOLD MINE. Thank you guys for being so data-driven and scientific about options. You guys are an invaluable resource.
Found this video today, I've been doing something very similar to this that I've thought of myself to do many years ago. Great info and reinforces my strategy works.
Just to clarify, is the study counting the number of occurrence the price stay outside the expect move after 30days? Or just how often it will breach it (ie may or may not come back within the 30 days)?
Fantastic study! Really appreciate all the studies and data you guys provide which is a literal GOLD MINE. Thank you guys for being so data-driven and scientific about options. You guys are an invaluable resource.
Wow. Thx Tom and Tony. Interesting show 👍
Found this video today, I've been doing something very similar to this that I've thought of myself to do many years ago. Great info and reinforces my strategy works.
Very insightful and valuable info
Great clip gents, thanks very much n appreciate it.
thanks for the work Fellas. The amount of information I have gotten from the team over the years is awssooommme
Fantastic info!!!
Doesnt this go against what TT preaches to sell when IVR is above 50?
Just to clarify, is the study counting the number of occurrence the price stay outside the expect move after 30days? Or just how often it will breach it (ie may or may not come back within the 30 days)?
It seems like expected moves and outliers seem to follow the Monticello model. Can you compare actual moves to the Monticello model?
Thankyou gentlemen.
Awesome stuff
I like when Tom said It is heave as I am wearing my helmet all the time when it comes to Market Measure! Lol
How can I apply this to other stocks?
You can check the beta of other stocks and if they match with aapl or Tesla you can expect similar moves.
Why Sponsor by CBOE is my question.
fat tail risk, more often than we think
Bat is the best 😂
Over 60, you're already in the outlier haha