Complete workshop on Implied Volatility and Skews Part 1

[@musicshanky]

Such a fast explanation that is so difficult to digest even for an experienced option trader like me..forget about newbies

[@SWAMIDISTRIBUTORS]

right

[@sharadthombre2408]

Its nice info. But kindly make it little bit slower, because you are an expert but the person who is watching this video has to digest the things slowly. Whole purpose of the video will be lost if you make so fast in future. Thanks

[@sandeepchauhan5122]

Sharad Thombre U can slow down the speed of the video playback

[@BeSensibull]

That is very valid. Will do. Thanks for this input

[@shahiduk6300]

You are right. This video is much faster than the old ones and was hard to follow

[@metaparcel]

Rewind

[@rahulsharma-ms5pm]

Seems the trainer had constraint on video time!!

[@Ronkalra]

You are faster than Modi's Dream project of "Bullet Train" :-) but really appreciated your efforts to make the video. Will watch it few times to understand. Thank you very much indeed Sir !

[@usamadurvesh8856]

Use playback speed option and set it to 0.75

[@shahiduk6300]

Initially I thought that I am unable to understand this video since I’m a newbie. But after reading the comments I feel myself as an expert.

[@Mangalmurmu1]

Thanks you sirji Great way to practicality help us know it's impact and effect. Really feeling gratitude.

[@dattarajkande]

Very Lucidly Explained !!! Thanks much !!

[@BeSensibull]

Thanks Dattaraj!

[@laxmanlucky5475]

Explained very well I watched this 16 min for almost 1 hour with several go back and play's You explained very well but it would be great if you speak everything bit clear and make things much clear...

[@radhakrishnarADo]

I made the same mistake, but now I know what to look for. Thanks for the informative video.

[@harshnowal2492]

Good video. Just make it a bit slow and with more examples and graphs, because it is easy to understand that way. Thank you

[@jatindersodhi5933]

Abid - you had me hooked at the Shakespeare quote 🤣

[@mohammadaltamash.8004]

Hi, At 11:24 you're talking about OTM options having very high volatility and due to that high prices, but isn't it contradictory to the fact the OTM options are less likely to exercise (lottery tickets) and hence they price they are available is very cheap.

[@utkarshDhawan95]

Since price of OTM options are low, so small change in premium price can mean huge change in terms of percentage returns and hence volatility.

[@surenderatomer]

superb, awsome, great, I am surprised very few views are there..... best video till now I watched...... waiting for the second one.

[@mabhaskarachar]

very nice so far....liked it

[@cs8425]

One of the best option videos on the web

[@BeSensibull]

Thanks you Canute. That is very kind of you!

[@rishiksingh7309]

Always pleasant to hear from an expert on the subject. Keep up Sir !!

[@sourabhjain388]

You told Vega related points in 'What we have done so far', but I couldn't find it in previous videos of the playlist, so didn't understood it clearly.

[@ggchavhan]

Only slide makes the video slow to understand you need to make some dynamics concerns to strikes and other values ... because I observed that I forgot what strike price the example was going on .. because its very fast ....Thaks

[@rajakonakalla]

Very useful but there are many typos which actually confuses people. For instance, pause at 13:22 and you can see 10300 OTM IV is 18% which is 3% more than ATM but you have put 2% in parenthesis.

[@rajakonakalla]

In the next slide (second half) also, many errors - First is that you said both puts in previous slide and now you say 10500 call and second is that you said IV used to be 13.5% but in previous slide it says 15% for 10500 PUT.

[@soniasachdeva473]

Sir please explain how we deal with IV on naked call buying options?

[@poojasingh9045]

You should add NSE website's screenshots and teach. Everyone uses NSE website to check prices so it will be easy to understand.

[@Sagardeepthinks]

IV is calculated annually or monthly or weekly of weekly options???

[@hydrogenmolecule]

Hey Abid, there seems to be a mistake in a slide for new IVs, 14.26 mins, '10500 is now an OTM PUT', since the previous slide suggested the purchase of a PUT option.

[@parthasarathiroy3754]

Sir kindly makes same video in hindi because most of people who want to learn about option market in KZbin they want video in hindi because hindi is best for better understand then English and if any one want to learn about option market then he or she must know about what is IV and how it is work so sir kindly makes same video in hindi.

[@shrikrishnasawant4051]

Very important information.thanks

[@bijuach]

Since IV is backwards calculated from current option price at a strike, using BSM option option pricing model, why did you said IV can be higher at a strike but option price may not be high ?

[@nikhilsinha8549]

do we have part 2?

[@mohammadaltamash.8004]

Where can I test it out as mentioned by you at the end of the video

[@zeeraamindia]

is it hindi version available?

[@realguitarshredder]

really appreciate the video.however it would be nicer if it was atleast 720p since the numbers become blurry on a bid screen and no soundtrack and a good mic..this sounds a bit muffled. just giving some healthy feedback. really great work.

[@tsnravish]

Excellent narrative

[@nileshbaglekar5822]

It would better to explain with example rather than just reading the ppts. please make the series of it with examples and also requesting make it little bit slower.

[@abhishekthakor6114]

This is some premium service, where the CEO himself comes to teach you great team @sensibull

[@premakumarkootagal773]

Sir, Very informative & educative video. I have watched more than 50 videos on this topic. But most of them are half baked. Superb practical explanation which can be understood by a person already into option trading but without being aware of IV. Awesome. But one hour info is stuffed within a very small time duration. Neverthless, we can watch it going back again and again to get more clarity. Than a tonne to Shri Abid. Took the free trial of Sensibull at once.

[@pankajthakur5531]

how i track i.v ?????????????????

[@sudheerkumar-zw1rf]

do the prices that are traded on the options strikes take all this mathematical calcuation into consideration during live trading.I mean are the prices the function of delta/vega/theta .I though the prices vary as per the quotes from the traders

[@BeSensibull]

The prices are what are the best bids and offers on NSE. We calculate every thing off the last traded price. Greeks are derived from prices, and not vice versa

[@popeye.thesailorman]

Nice one. How to calculate IV of a underlying stock? Is that weighted average(mean value) of all strikes?

[@arunkumaarhegde]

Is there any PPT for this? If yes please do share.

[@chiragpatel2602]

what a wonderful session on a tricky concept of IV....I recently joined your channel after going thru AMA on tradingqna......and I must say its quite informative....just one question...you OTM call/put IV is more when few days to expiry, however vega is low......does it mean that traders are paying more premium due to high IV but since vega is low....change in Iv will not much effect option premium and major factor will be theta and delta

[@BeSensibull]

Hey Chirag thanks for the comment. Sorry about the delay in reply Here is the answer to your question 1) Traders will be buying or selling options at a very high IV. But the option price will not be much more because of the high IV because the Vega is low. So a 10000 Put at 25% IV with 6 days to go will be 1 RS but at 30% IV it will be only 3 Rs. Even a 5% move increased the price by just 2 Rs. ( High in % terms, but well, not much Rupee terms change) 2) Even delta and Theta will be very low for OTM options. So nothing changes the prices of these things unless the stock moves in a big way and goes near the strike You can try this by playing around here: trade.sensibull.com/analyser

[@InveSutra]

What is the relation between nifty ATM IV with India Vix?

[@atulpatel2913]

sir pls make a video on premium decay ... thank u to give best information on option trading....

[@Sunpra30]

Very power pack webinar.. But plz slow down..and plz try to incorporate real NSE option chain example if possible.

[@ameybhogale9043]

in the last bit of video i.e after 14th minute i guess , you have written on the slide the 10500 Call while explaining the concept of Skew, does it hav to be 10500 Put instead because later on you are explaining in the end abt 10500 Put option only for the profit calculation. Please check sir once.

[@knk0112]

As usual, full of knowledge.. thanks Sensibull! Have a question though, 2 things you mentioned here (if I understood correctly), 1) ITM options IV arent reliable because STT and illiquidity affects their prices which affects their IVs 2) OTM options have high IVs because sellers demand high premium Above 2 pts indicate that option prices affect their IVs but shouldnt this be just the reverse of it acc to BSM model where IV is an input? Or is it like this, Underlying's IV decides option's price and option's price then decides option's iv? But then again, underlying's iv, i think, is calculated from the IVs of ATM and near ATM strike options. So, basically what is affecting what? Sorry for a long and confusing (probably stupid) question!!

[@fminc]

This is one of the best videos on youtube explaining IV fast and to the point, with all the basic concise info. Keep it fast bro. If someone finds it fast, pause and spend some time. He did a great job. (Although I think you confused the 10700 call and the 10500 put, in the last slide, unless I missed something, great job nonetheless).

[@arvindmalhan]

Great ... Explained very well !!

[@9092295555]

In options trading , I don't think IV has much importance as it was portrayed , unless you are not doing one buy for one sell systems . All you need to know in options trade is Delta and trend of the underlying...

[@twelvedozen5075]

Karthik Meher keep studying

[@dot602]

Many people's say OPTIONS SELLING is highly risky, unlimited loss, I agree But I have a one question? Options strategies like "Bear put spread","Bull call spread","Long iron butterfly","Long iron contour"...Etc is any chance to unlimited Loss? Why not use this strategy? If anyone knows please reply!

[@RB-ez8vx]

Please make more videos like this

[@jitendersingh367]

What happen when IV is zero??

[@nateshn4305]

Sir i want implied volatility chart with strick and price please chat

[@sreedharbrungeshwar6290]

Subject is good, explanation part only some how very fast ..

[@ccgamer-in2vd]

video is very informative but sound quality is very poor

[@rksharma10911]

good

[@sonyantony6036]

please redo this vedio in slow explanation if possible.....unable to understand anything

[@nawabmuz]

you expain a example of buy 10300 PE buy and 10500 PE buy. when market fall to 10300 the the ATM will shift to 10300 and at that time 10500 PE will be ITM put option. But you are saying that 10500 is OTM. how can it possibel? either i am not understanding or you are committing any mistake. please clear the doubt. thanks

[@nabeelnajeeb]

Implied volatility is a social science (economic)concept and not a natural science(physics) concept.Derivative dynamics is more a physical science metric. .The scientific truth of market motion is the relativity between the underlying value , underlying price , underlying volatility , underlying velocity and option sensitivity of the first order second order and third order derivatives plotted against the variable time.And the motioning by the square root of time principle.In a nutshell a combination of rational calculus(order) and irrational randomness(chaos) with butterfly effects playing its role.

[@419prateek]

Moral of the story-Do not buy deep OTM options

[@Doraemon_344]

your info is much better than other but illustrating the same is difficult for you. You speak too fast to understand secondly there are no sample examples which illustrate the concept quickly.Even sensibull videos are just like you are teaching to yourself.I suggest change pattern with more examples.

[@nandakumarreddy3751]

can't understand very fast explanation and there is no market examples available to understand

[@00007gagan]

Buddy explain it a bit slow I lost track on what your saying many times over the video

[@SwarupaRavella]

Very detailed and useful information!!! I was watching reducing the speed of the video to follow the content :). Thanks for publishing the video. Could you share the second part of this video as well please.

[@harshavardhanrajuchamarthi5294]

Sir, Can your share your slides?

[@nsrajeev]

Could have been little slower

[@BeSensibull]

Fair point Rajeev. I will slow down the next time. And try to do a redo of this one, much sower this time

[@sandeepchauhan5122]

KZbin gives feature to control playback speed

[@sureshnagaraj08]

By seeing all this things do you think any one can take a trade in daily trade.. :P too much therotical is also no use.. i believe better check the top 50 industry leaders wait for the correction and invest we can make atleast 30% yearly.. instead of cracking all this IV , Beta , Theta , Gama.. more over if some one take training and learn and come back by next 6 months Trading algorithm will be changed in SEBI server... then start learning new things.. :)

[@drdran86]

hey fantasticc. but you should be slowww . the same could have been in two parts

[@jayadevanoptionslea7886]

Sir...It seems to me you are reading .... and you are reading it fast. You aee not giving any stress where it was required. Also examples are.also read. Ideally, it must be on PPT. PLEASE CONSIDER THESE SUGGESTIONS.

[@nateshn4305]

Sir volatatility chary

[@aniruddhawankhade1321]

Why even bothered to add ppt when you can just speak or read from book

[@aniketalinge461]

Volatility smile

[@TrendyViralVideos-u9j]

Nice explain but very fast. Can u make in hindi. Thanks

[@bmwman5]

Dude, slow down... too fast!

[@dhruvi3190]

link to the other part2 ,thank me later : kzbin.info/www/bejne/e4irXqB3r7Wmhbs

[@manishshanker6820]

Please make video in hindi

[@ENewstamil]

dont understand

[@akn-xj4wm]

very very fast. difficult to understand

[@howitswork-indicators]

You are saying very fast.. Please go slow and explain.

[@sanilmuhammed9214]

Lecture

[@NSVIYENGAR]

Please reduce your Speed. You are VERY FAST. We can not understand your views.

[@azharhasan4347]

Kuch samajh nhi aya :(

[@Sagardeepthinks]

Lol play speed 0.75.. repeat 2 times the same video you will understand

[@metildaraju5653]

totally confusing and unclear. you probably are an expert in knowing IV, but the way you have explained is explaining many things at such an extreme speed. I cudnt understand a bit of what you are talking about.

[@shahnilesh3797]

Hindi me video banaye

[@suhasbhosale9067]

u r talking very fast

[@MylordVlog]

No one can understand this if u understood u can’t apply for trading 😆

[@venkateswaraprasad5696]

Informative but you are fast before brain can digest

[@victorferr1]

You can watch again and again, like I did.

[@akashshah7833]

Hindi please 👌

[@shubhampasalkar8346]

He just reading slides

[@karthiirtt]

dude you messed up the whole stuff...you should hire a professional for explaining this kind of complex logic. You are too fast, hard to follow and does not look professional. If someone look in to the video, he will stay away from options. You made it look more complex than simplifying it.

[@abhardwaj02]

do you have any doubts? i understood the whole thing. ask away

[@krishnababaleshwar3696]

Its nice info. But kindly make it little bit slower, because you are an expert but the person who is watching this video has to digest the things slowly. Whole purpose of the video will be lost if you make so fast in future. Thanks