내재 변동성 백분위수(IVP) 이해하기
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간단히 다시 말씀드리자면, IVP는 IV의 절대적인 수준이 아니라 자체적인 과거 범위에 비해 현재 어느 위치에 있는지를 나타냅니다. 옵션이 상대적으로 저렴한지 비싼지를 판단하는 데 유용합니다. 전략 선택에 좋습니다.
5 comments · 15 points
KAu/kaitoyang·1mo
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.
RTu/rtoth·1mo
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!
TMu/taylor_m·1mo
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.
RTu/rtoth·1mo
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.
MSu/mller_sara·1mo
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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