May 22, 2020 at 3:03 PM #210868
It is a very nice question, Would like to add one more observation. I have been recording the data on a daily basis on my excel based IV system. What I have found that maximum times premium and spot move in the same direction. If spot goes up then call premium goes up and put premium goes down and if the spot goes down then put premium goes up and call premium goes down. Then based on premium how do we decide a reversal.