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Credit Spread Volatility – Implied Volatility vs Historic Volatility

Credit Spread Volatility | Using Implied Volatility & Delta

Credit spread volatility is critical to the selection and management of income-producing market positions. Whether using Implied Volatility (IV) or Delta, or both, the investor must consider option volatility, along with other data-driven trade selection criteria, to produce the highest reward/risk ratio trades.

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Credit Spread Adjuster

Adjust Credit Spreads – Sometimes Before Entering Them!

If the strike prices of a contemplated credit spread order no longer conforms to your trade entry requirements because of a substantial price change in the underlying,, you may be able to restore that conformation by switching to nearby strike prices.

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Credit Spread Screening – How to Identify the Best Credit Spreads

Credit Spread Screening – How to Identify the Best Credit Spreads

Additional factors the option credit spread investor can use to identify the best-of-the-best credit spread candidates from among several that meet his initial criteria.

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