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Open in appFinding Volatile Stocks with Vol Grid, IV Rank and IVP
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This video explains implied volatility, how it affects option premium in the option chain, and its tendency to revert to the mean.
It introduces Quantsapp's Vol Grid tool for studying where each stock's IV sits relative to its history, explains IV Rank (IVR) and IV Percentile (IVP), clears up which of the two to use, and shows how to filter NSE stocks with them to build volatility-based option strategies.
What you’ll learn
✓How implied volatility affects premium
✓Mean reversion in IV
✓IV Rank versus IV Percentile
✓Filtering stocks with Vol Grid
Read and practise
SPEAKERAnkit Rawattrainer , Quantsapp
Seasoned derivatives expert with over 6 years of experience across equities, derivatives, and commodities markets. With a proven track record of successful trading and deep market insights.
All 203 videos by Ankit →