Blending IV Rank and VRP: A Path to Sharpe 2+ in Options Trading

‘POP goes the straddle’

Ksander
DataDrivenInvestor
Published in
9 min readJan 17, 2024

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If you’ve been with Sharpe Two from the start, you may have noticed that we’ve never featured a technical analysis chart. Spoiler alert: that will never change. While we aim to add color to our analyses, artistic chart interpretations aren’t our style.

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I write about volatility trading and AI. Founder of Sharpe Two research. Newsletter at sharpetwo.com I read about human systems and collective intelligence.