SPY Volatility 02 June 2022
The current percentile of SPY is around 68.25%.
The current implied volatility is around 26.05 -> which translates into a daily movement of 1.64%
At the same time, this translates in an aproximate +-7$ movement
For this we can assume close to 90% probability of efficiency based on the last years data.
Based on this our channel for today is going to be, assuming the opening price is 410
TOP 410 + 7 ~= 417
BOT 410 - 7 ~= 403
This strategy is perfectly suited for an iron condor
At the same for those that are looking for entry points in case they want to go long call/put or a reverse iron condor,
instead of normal iron condor we can make use of next data:
Based on the last years, we can expect that the asset is going to move more than 0.43% which translates into a +- 2$ movements.
And this comes with a 70-80% probability based on the last years.
TOP 410 + 2 ~= 412 => as an entry point for long where we can use the opening price as a stop loss
BOT 410 - 2 ~= 408 => as an entry point for short where we can use the opening price as a stop loss

The current percentile of SPY is around 68.25%.
The current implied volatility is around 26.05 -> which translates into a daily movement of 1.64%
At the same time, this translates in an aproximate +-7$ movement
For this we can assume close to 90% probability of efficiency based on the last years data.
Based on this our channel for today is going to be, assuming the opening price is 410
TOP 410 + 7 ~= 417
BOT 410 - 7 ~= 403
This strategy is perfectly suited for an iron condor
At the same for those that are looking for entry points in case they want to go long call/put or a reverse iron condor,
instead of normal iron condor we can make use of next data:
Based on the last years, we can expect that the asset is going to move more than 0.43% which translates into a +- 2$ movements.
And this comes with a 70-80% probability based on the last years.
TOP 410 + 2 ~= 412 => as an entry point for long where we can use the opening price as a stop loss
BOT 410 - 2 ~= 408 => as an entry point for short where we can use the opening price as a stop loss
🔻Website: hercules.money/
🔻Blog: hercules.money/blog/
🔻Telegram : t.me/hercules_trading
🔻Trader Psychology Profile – thelumenism.com/
🔻Blog: hercules.money/blog/
🔻Telegram : t.me/hercules_trading
🔻Trader Psychology Profile – thelumenism.com/
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🔻Website: hercules.money/
🔻Blog: hercules.money/blog/
🔻Telegram : t.me/hercules_trading
🔻Trader Psychology Profile – thelumenism.com/
🔻Blog: hercules.money/blog/
🔻Telegram : t.me/hercules_trading
🔻Trader Psychology Profile – thelumenism.com/
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。