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IV Regimes & Skew
Futures & Options · Volatility & Expiry TradingIndia VIX, IV Percentile (IVP) vs IV Rank (IVR), Put-Call Skew, and post-event IV Crush.
Topics in this Sub-Topic
Explore each dedicated topic below inside the 3-level Trade School hierarchy (Futures & Options / Volatility & Expiry Trading / IV Regimes & Skew).
India VIX, IV Rank (IVR) & IV Percentile (IVP) Strategy Matrix
Selecting option buying vs. option selling structures systematically using 252-day Implied Volatility Percentile (IVP).
Volatility Skew, Put Smirk & Earnings/Event IV Crush Mechanics
Why OTM puts trade at higher IV than OTM calls, and why buying options before known events loses to Post-Event IV Crush.
Lessons
- India VIX, IV Rank (IVR) & IV Percentile (IVP) Strategy Matrix
Selecting option buying vs. option selling structures systematically using 252-day Implied Volatility Percentile (IVP).
- Volatility Skew, Put Smirk & Earnings/Event IV Crush Mechanics
Why OTM puts trade at higher IV than OTM calls, and why buying options before known events loses to Post-Event IV Crush.