I would have NEVER entered scalping position based on RV/IV relationship. Two reasons:
1.RV is not reliable , it can go down at any time and drag IV down
2.RV calcs methodology is very tricky: high levels can be attributed to ONE big move that occurred 25 days ago. In 5d from now (when this...
Garcia , seriously , what is wrong with you ? Whatâs up with all threads that you starting ? You asking âAny option sellers, here on Elitetrader?â while 99% of all options posts on ET are about SELLING and not buing ?