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#MeanReversion of #Options Trades on TastyTrade.com

Tom Preston and Tom Sosnoff talk about mean reversion and volatility on TastyTrade.com’s show, The Skinny on Options Math

Talks about 25 days in the last two years of SPY trades where the Implied Volatility Percentile was over 50% for one or more days.  Of the 25 periods where it was over 50%, there were only 4 times (16%) where the IV Rank stayed above 50% for 9 days or longer.  The IV Rank stays above 50% generally only two days, or so.

Find out more Watching the video, or clicking on this link:  http://www.youtube.com/watch?v=Lh7gB29gLSk

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