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Stock Options: How to Use Implied Volatility to Determine Strike Selection

Released on Thursday, March 24, 2022OPTIONS
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

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