TT - GC: Cheater Math, 02/20/14

TastyTrade - Game Changers

Equation to calculate the expected move of an underlying:

    1SD move = Price x IV x SqRt(DTE/365)

Cheater Math for 1 day expected move:
    1SD move = Price x IV x 5%
    2SD move = Price x IV x 10%

Example of 1 day move in SPY: Price = 183.02, IV = 15%:
    183.02 x 0.15 x 0.05 = $1.37 (1SD move)
    183.02 x 0.15 x 0.10 = $2.75 (2SD move)

TT - MM: Standard Deviation and IV, 8/12/13

TastyTrade - Market Measures

What is Implied Volatility? IV represents a 1 Standard Deviation move (1SD) in the underlying for the next year.