
Should you roll when IV Spikes
SEYISHAY
25 min
Business & Finance
Description
Given the recent action in the market, <a href="https://ontt.tv/4FBS2">implied volatility has been rising</a>, as the market has been falling. Naturally, it begs the question: should you roll your positions when IV spikes? While it might seem that there is no clear-cut answer here, if we take a look at the <a href="https://ontt.tv/2Hwx7dB">vega differences</a> between the front month and the back month, we can actually gain some valuable insight that points us in the direction of rolling whenever IV does indeed spike.
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Should you roll when IV Spikes
SEYISHAY