1.While with experimention, Implied volatility ( IV ) % change is an option imbibed in the software. What it is exactly. I know what is IV , but what is iv % change???
And do IV change % will tend to zero at expiry ?
How to calculate maximum possible loss in an option stratergy , irrespective of change in IV ( % ). Can we take the maximum possible loss at expiry is at IV % = 0?? ( irrespective of volatility before expiry )
when you slide iv % , you will get appropriate premium for that iv value , ie , say for same stock price , same strike price , same days to expiry , if you input higher iv % then premiums will be higher and if you input iv % lower then will get premium lower for the same .
" Be Sensibull " youtube videos regarding option greeks would be helpful .
Bro. I have a question. The slide what we have is that represents the change in IV?. So take for example if we slide the IV to 20 % . So is that means the change of positive 20% IV from the date of taking position ?
say if iv was 15 for the option at the time when you sold , if you slide it to 20 % , then the iv for that option would be 18 , so you will get how much premuim would be increased ,
Before taking trades go through Zerodha’s Varsity , Be sensibull videos ,google for option basics , option strategies , Hedging and RISKS associated with fno clearly .
I got it. There we have only one IV slide. But different option strike price tend to have and behave different IV’s right.? Is that slide generally means avg IV of all strike price on the position that we have ?