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Definition, Examples & Resources:30 Day Implied Volatility [underlying]'

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What is 30 Day Implied Volatility [underlying] in Options Trading ?

30 Day Implied Volatility [underlying]
The 30 Day Implied Volatility [underlying] is the implied volatility forecasted over the coming 30 days for the underlying. This provides a VIX-type volatility measure to individual underlying.  


How to Use in Your Brutus Options Ranker Strategy


This criterion can be used in the Brutus Options Ranker in a multitude of ways:

  • The 30 Day Implied Volatility can be compared to historic volatility
  • If looking to sell premium, the 30 Day Implied Volatility can be maximized in the strategy
  • If looking to buy options the 30 Day Implied Volatility can be minimized in the strategy

This criterion can be particularly powerful when paired with Implied Volatility Percentile (or Implied Volatility Rank) which provides context to where the volatility lies within the range of minimum and maximum implied volatility over the past year.

Video on 30 Day Implied Volatility [underlying]

Broader Term

  • Implied Volatility


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