May 13, 2019 at 7:49 PM #109859
I have one more question about correlation: I am observing charts and option chain of some nifty stocks every day. since last many days, I am recording the iv of both sides on EOD basis. now I have observed that both cal iv and put iv is increasing every day in most stocks (like tata motors). while its price is coming down, so correlation on both sides is strongly negative. what to do in such cases, take no trade, or wait for confirmation from other setups?