Glossary · Selection & Timing · V
Volatility crush in plain English.
The sudden drop in implied volatility right after an event resolves, deflating option premiums.
Track
Selection & Timing
10 terms in this track
Taught in
Earnings, dividends and binary events
In the index
122 of 129
Filed under V
Connections
8
Related terms mapped below
01
The idea, in context
How to read the picture above and where the Academy teaches it.
Reading the illustration
Implied volatility sets the width of the bell: the shaded middle is the expected move, the tails are the rare big moves.
In French: Écrasement de volatilité
Where it’s taught
Selection & Timing
Earnings, dividends and binary events
“Earnings, dividends and binary events” introduces this term with worked examples, a quiz and the trades around it. The Academy is part of the YieldCove membership.
02
Connected terms
8 terms around this one — the words its definition uses, its lesson siblings and the terms that build on it.
- Used in this definition
- Same lesson
- Builds on this term
- Same track
03
Where to go next
Understand it, try it with real numbers, then track it for free.
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