Definition, Examples & Resources:IV Percentile'
IV Percentile is an important measure which should be included in most Brutus Options Ranker strategies. Alternatively, IV Rank can also be used.
The criterion helps us understand if the current pricing of options on the underlying (creating IV) is relatively high or low vs. a 52-week range. Therefore, the target will vary based on the type of option setup we use in our strategy, namely:
IV Percentile can be found on the Strategy Tree Builder page within the Brutus Options Ranker. Look at the Criteria List under the Beginner or Volatility Panel.
Send this to a friend