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In this short talk, Benjamin George discusses key implied volatility metrics for options trading, including implied volatility rank (IVR) and implied volatility percentile (IVP). Thereafter, I will demonstrate how I calculated and implemented IVR in the covered call strategy we have been developing using QuantConnect's algorithmic trading platform.
Here is a link to the QuantConnect code so you can try it yourself:
[ Ссылка ]
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Disclaimer
Quantopian provides this presentation to help people write trading algorithms - it is not intended to provide investment advice.
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