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Stock Options: How to Use Implied Volatility to Determine Strike Selection
Released on Thursday, March 24, 2022•OPTIONS
Creating 84% probability successful trades for covered call writing and selling cash-secured puts. This presentation will detail how to use implied volatility stats, standard deviation bell curves and conversion formulas to establish projected high and low ranges for price movement of a security over the life of an option contract. These formulas will allow us to create 84% probability of success trades where share price is highly unlikely to fall below the breakeven price point or above the out-of-the-money call strike where share retention is a critical aspect of our strategy. While there is inherent risk in all strategies that seek to beat risk-free returns (Treasuries, for example), the strategies discussed in this webinar will be ultra-low-risk and appropriate for most retail investors.
Alan Ellman
The Blue Collar Investor Corp.,
President
Dr. Ellman is president of The Blue Collar Investor Corp., and author of bestselling books on covered call writing and selling puts. His 4th book, Stock Investing for Students, is now a required reading at several colleges. He has also produced several video courses and published hundreds of articles and videos on this subject. Alan has been a frequent guest on financial forums such as the Options Industry Council's Wide World of Options and The Money Answers Radio program. He is also a national speaker for The Money Show, the Options Industry Council and the American Association of Individual Investors. Alan has also completed the Series 65-Investment Advisor Rep requirements.
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