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BCI PODCAST 45 Implied Volatility and Expected price Movement During the Life of Option Contracts

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Implied volatility (IV) is a critical concept to option traders. There are some misconceptions regarding the significance of these IV stats. This will define IV and use a real-life example with an exchange-traded fund to show the expected price movement during the remaining 20-days of the option contract.

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About Alan Ellman

Alan Ellman loves options trading so much he has written four top selling books on the topic of selling covered calls, one about put-selling and a sixth book about long-term investing. Alan is a national speaker for The Money Show, The Stock Traders Expo and the American Association of Individual Investors. He also writes financial columns for both US and International publications along with his own award-winning blog.. He is a retired dentist, a personal fitness trainer, successful real estate investor, but he is known mostly for his practical and successful stock option strategies.

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