Webinar-Implied Volatility In Options Investing

} Join Us For This Educational Webinar Dear Investor, Implied volatility, or IV, is an indication of how much change the market is expecting based on an option's price. It is a predictive metric used to estimate future fluctuations in a security's price. And it plays a significant role in any options strategy. [Join us online]( on Wednesday, August 10, 2022 from 3:30 - 4:30 PM CST for our upcoming webinar about… [Using Implied Volatility to Implement Strategies]( [Click Here To Register]( Former trader and current instructor Ken Keating will lead the webinar where attendees will learn about: - Implied volatility (IV) essentials - Historical volatility (HV) essentials - IV rank and percentiles - Strategies for both low and high IV situations The Options Industry Council (OIC)SM is offering this webinar as part of its mission to provide trustworthy education about the benefits and risks of exchange-listed options. [Click Here To Register]( Regards, The Options Industry Council P.S. Registration also grants access to the OIC on-demand library, where our entire options webinar catalog can be watched any time. [Click Here To Register]( 99 Wall Street Suite 1446, New York, New York 10005, United States You may [unsubscribe]( or [change your contact details]( at any time. [Powered by:](