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IV-League-DAO / option-trading-simulator

option trading-simulator
MIT License
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Floor IV #13

Open lukaskiss222 opened 1 year ago

lukaskiss222 commented 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

MysticDakra commented 1 year ago

@lukaskiss222