Open lukaskiss222 opened 1 year ago
Describe the Solution Analyze Historic Data and find IV where there are no sales occurring
Establish a floor IV below which no sale will occur.
Deliverable Find the average distribution of IV against the average value
Find the average floor IV of past data Do also comparison against mean IV/RV volatility. For example, no trades happens under 20% mean IV for ETH.
Find a relative metric find the Minimum IV compared to Average IV of that day
Find the lowest value vs average
@lukaskiss222
Describe the Solution Analyze Historic Data and find IV where there are no sales occurring
Establish a floor IV below which no sale will occur.
Deliverable Find the average distribution of IV against the average value
Find the average floor IV of past data Do also comparison against mean IV/RV volatility. For example, no trades happens under 20% mean IV for ETH.
Find a relative metric find the Minimum IV compared to Average IV of that day
Find the lowest value vs average