I don´t think you have the slightest glimpse about how stupid you sound when you make your ridiculous claims. Volatility not correlated with options prices...dude, price is first and implied volatility is the result of a formula that converts the options price using time and distance to the the current underlying price.
So how can it not be correlated? IV is literally the result of the formula with the options price as input. That´s like saying 4 is not correlated with 2+2.
Are you trolling or mentally disabled? Why would anyone collaborate with a guy who doesn´t just know derivatives basics but also has the audacity to claim they are all wrong while at the same time maintaining the statement that averaging into losers is a superior strategy.