Market Measures - November 17, 2025 - Price Is Noise, IV Is Signal
Update: 2025-11-17
Description
A comprehensive study comparing IWM and SPY revealed that when normalized for IV-adjusted notional value (with SPY's value approximately double IWM's), both ETFs show remarkably similar win rates (71-72%). Despite IWM offering higher premiums with greater volatility than SPY, their risk-reward ratios become nearly identical when properly adjusted.
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