IVP-IVR-HIvsIV

[Nitin Bhatia]

Hello Sir,

As far as my knowledge there are 3 methods to relate your IV.

1) Implied Volatility Percentile
2) Implied Volatility Rank
3) Historical Volatility vs Implied Volatility

If I am not wrong, in any system you can use only 1 method.
Need you to comment on these based on their impact on system.

Or you can order them at least.

[Nitin Bhatia]

You are right..However, you can use 2nd data point like Historical Volatility if your trading system is based on the predictive modeling to forecast outcome means you are also concluding based on past behavior.

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