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Yesterday
25m 43s

Implied Volatility & Standard Deviation ...

Christopher M. Uhl, CMA
About this episode

Are you looking to save time, make money, and start winning with less risk? Then head to https://www.ovtlyr.com.Ever wonder why the Efficient Market Theory just doesn’t seem to hold up in the real world? In this episode of Options Deep Dive, we’re breaking down one of the biggest myths in finance — the idea that markets are “efficient.” Using real data, live examples, and OVTLYR’s math-driven insights, we’ll show why trends do exist and how smart traders use that knowledge to their advantage.The video kicks off with a deep dive into implied volatility and standard deviation, two of the most misunderstood topics in options trading. You’ll see how implied volatility isn’t something you input — it’s something you derive. It’s a backward calculation based on what the market is already pricing in. That means it’s not a guess; it’s a reflection of what traders believe could happen.➡️ Learn the truth about implied volatility and how it drives options pricing➡️ Discover how standard deviation defines probability zones around price moves➡️ See real examples of why market randomness is only part of the story➡️ Understand why trends break the Efficient Market Theory again and again➡️ Find out how to manage trades and eliminate risk using OVTLYR’s frameworksWe walk through the math step by step — how intrinsic and extrinsic value work, what uncertainty value means, and why time decay makes longer-dated options more expensive. Then, we break down how implied volatility creates “probability maps” around expected stock movement. That 68% one-standard-deviation rule sounds nice in theory — but in practice? The market blows past those limits all the time.Using real SPY data, we show six consecutive moves that should statistically happen once every 244 million occurrences — yet they happened back to back. That’s your proof that trends are real, markets are emotional, and probabilities don’t play out as neatly as textbooks suggest.We also talk about how position sizing and ATR stops let traders survive when volatility spikes. Big wins, small wins, and small losses are part of the plan — but big losses are never an option. The traders who treat the market like a probability machine without managing risk are the ones who blow up their accounts. The ones who follow data-driven systems like OVTLYR’s trend detection stay in the game and let compounding do the work.By the end of this breakdown, you’ll understand why the Efficient Market Theory belongs in a classroom, not your trading strategy. Trends exist, momentum is measurable, and volatility is your friend when you know how to use it. Stop guessing, stop selling randomness, and start trading what’s real — the trend.📌 Video: https://www.youtube.com/watch?v=StEHQgvVoto&t=371sGain instant access to the AI-powered tools and behavioral insights top traders use to spot big moves before the crowd. Start trading smarter today 👉 https://ovtlyr.comSubscribe for more real talk and real signals. No fluff, no noise. Just strategies that help you save time, make money, and start winning with less risk.👉 https://www.youtube.com/@ovtlyrdotcom#stocks #trading #investing #stockmarket #options #optionstrading #technicalanalysis #impliedvolatility #standarddeviation #efficientmarkethypothesis #trendfollowing #riskmanagement #tradingpsychology #ovtlyr #stockmarketnews #financialfreedom #wealthbuilding #etf #qqq #tqqq #spy

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