How do options traders identify optimal strike selection in volatile markets?

[chainsniff]

Advanced options traders rely on implied volatility term structures, skew analysis, and IV rank. They choose strikes where IV is mispriced relative to realized volatility and look for asymmetric risk-reward. During macro events, traders may prefer wide-wing debit spreads or neutral gamma structures to exploit volatility crush.

[Nahid Hossen]

IV levels and delta positioning usually guide traders toward the most efficient strikes.

[Rimon Khan]

In high volatility, risk-defined structures matter more than perfect strike selection.

[Rimon Khan]

All this info but no clear conclusion—classic crypto discussions.

[The_Walking_Dead]

Great explanation of how pros exploit IV mispricing.

[Capybara_Capybara]

Love the focus on asymmetric risk-reward setups.

[Revenant]

Love the focus on asymmetric risk-reward setups.