This post has been de-listed
It is no longer included in search results and normal feeds (front page, hot posts, subreddit posts, etc). It remains visible only via the author's post history.
3
Measure relative %OTM
Post Body
Is selling 10% OTM far or not? answer is: it depends. but on What?
I'd like to calc relative distance to the Strike. So my shot would be something like:
%OTM/HV
or
%OTM/Standard Dev.
Goal is to find out if a Strike is near or far for it's volatility. Therefore deviding by HV sounds appropriate. What do u think? do u know a better way?
Author
Account Strength
70%
Account Age
3 years
Verified Email
Yes
Verified Flair
No
Total Karma
1,929
Link Karma
277
Comment Karma
1,637
Profile updated: 1 month ago
Posts updated: 11 months ago
Subreddit
Post Details
We try to extract some basic information from the post title. This is not
always successful or accurate, please use your best judgement and compare
these values to the post title and body for confirmation.
- Posted
- 2 years ago
- Reddit URL
- View post on reddit.com
- External URL
- reddit.com/r/thetagang/c...