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Solo un recordatorio rápido: el IVP no se trata del nivel absoluto de IV, sino de dónde se encuentra en relación con su propio rango histórico. Útil para determinar si las opciones son relativamente baratas o caras. Bueno para la selección de estrategias.
Fair point, but the 'long run' might be too long for many short-term option strategies. For those looking at weekly or monthly cycles, IVP is highly relevant.
I'd add that using IVP in conjunction with other metrics, like the VIX or term structure, can give an even clearer picture. Never just one indicator!
While true, a high IVP doesn't always mean a sure short. Context matters; news events can temporarily inflate IV without necessarily making options 'expensive' in the long run if the uncertainty is justified.
Spot on. Too many people confuse IV with IVP and end up making suboptimal decisions. This distinction is crucial for effective option selling or buying.
Agreed. It's a great sanity check before entering a trade. I always look for extreme IVP readings to gauge potential edge.
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