Here is an article we've been working on to address questions about using options with MRCI's research: http://www.mrci.com/tutorials/
We have the following volatility research for the futures contracts....MRCI's Implied Volatility Report, (that MRCI Online subscribers like YOU) can sign up to receive each night apprises options traders of whether and by how much volatility may be greater or lesser than average.
For more information on this report, please visit: http://www.mrci.com/web/sample-pages/daily-volatility-s-report.html
Please note: if you sign up to receive these emails, you will receive TWO emails every night.
The 1st Email you receive each night is the Implied Volatility #'s SORTED by IV.
The 2nd Email is in the same format as this page: http://www.mrci.com/client/
As you know, an options trader can be right on price direction; but, if he buys high volatility or sells low volatility, he can still lose money.
MRCI volatility charts, updated daily and available to MRCI ONLINE subscribers, overlay current historical and implied volatility levels onto a graph depicting "normal" levels and seasonal trends throughout the year.
These volatility charts offer not only visual comparison of current levels of volatility with the historical norm but also perspective on when volatility tends to rise or fall throughout the year --- all important for futures options traders trying to decide if and when to buy or sell premium.
Plus, MRCI has just now enhanced our volatility charts with some beautiful new features. To make them not only more visually appealing but also more readily understandable, Research Director Nick Colley has shaded the area between the two standard deviation lines. You can now more easily see the lines denoting Average Volatility ("aVol"), Historical Volatility("hVol"), and current Implied Volatility ("iVol") and how each relates to the area that has historically contained volatility 68% of the time.
For a complete description of the IV, HV, CTHV, and IV+-% colums, click on each column header for individual descriptions.
For more information on Option Implied Volatility, Futures Historical Volatility, and Annualized questions, please visit: http://www.crbtrader.com/support/options.asp
