Screening Options with Implied Volatility vs Historical Volatility IV vs HV

In this video, we explore how to use an options screener to identify opportunities where implied volatility (IV) deviates from historical volatility (HV). By comparing current option pricing expectations to how the underlying stock has actually moved in the past, traders can spot situations where options may appear relatively expensive or cheap.

We walk through how to use screening filters to narrow down options with significant differences between IV and HV, helping you quickly surface candidates for further research. This approach can provide insight into market sentiment and highlight potential volatility opportunities.
mc tool used https://marketchameleon.com/Screeners/Options

Видео Screening Options with Implied Volatility vs Historical Volatility IV vs HV канала MarketChameleon.com