Price irregularities regularly present themselves in 1dte options, particularly in the pricing of Implied Volatility compared to Realized Volatility. These irregularities have been studied previously in several academic research papers and trading books. This course outlines how to develop strategies that capture these price irregularities, in any market condition, using minimal trading time per day to capture overnight overvalued risk premium, with limited market exposure and minimal historical drawdown.
About Justin Kay
Justin is a licensed finance and tax attorney with over 25 years of experience trading equities, options, and derivatives. Professionally, he works as the Chief Legal Officer of the US’ largest charter airline, negotiating multi-million dollar contracts, leases, asset purchase agreements, business valuations and litigation cases. Justin has used his financial training and experience, with the help of backtesting with Option Omega and a great community, to develop consistent profitable mechanical options strategies that pave the way to financial freedom.
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