October 11th – October 16th

Monday October 11, 2021 at 4 PM ET

Stock Options: How to Use Implied Volatility to Determine Strike Selection 

Creating 84% probability successful trades 

This presentation will detail how to use implied volatility stats, standard deviation bell curves and conversion formulas to establish projected high and low ranges for price movement of a security over the life of an option contract.

These formulas will allow us to create 84% probability of success trades where share price is highly unlikely to fall below the breakeven price point or above the out-of-the-money call strike where share retention is a critical aspect of our strategy.

While there is inherent risk in all strategies that seek to beat risk-free returns (Treasuries, for example), the strategies discussed in this webinar will be ultra low-risk and appropriate for most retail investors.

Click here to register for this LIVE, free, educational webinar.