OptionsFEATURED · NO. 2
Reading Implied Volatility: Is the Option Market Pricing Fear or Complacency?
A practical guide to IV rank, the IV–HV spread, and how to tell when options are genuinely cheap or expensive — with a live PLTR chart.
Read the note →Options
Reading Implied Volatility: Is the Option Market Pricing Fear or Complacency?
A practical guide to IV rank, the IV–HV spread, and how to tell when options are genuinely cheap or expensive — with a live PLTR chart.
2 min readRead →
Equities
Risk Resolution and Volatility Compression: The SPCX Post-IPO Implied-Vol Collapse
Two weeks after its IPO, SPCX ATM implied vol fell from 132% to 71% — the full span of its post-listing range, IV Rank 0 — even as the equity dropped ~31%. A case study in event-driven vol compression around a $25bn bond issuance.
3 min readRead →
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