IV Crush(내재적 변동성 하락) Posted By: Steve Burnson: IV crush is the phenomenon whereby(무엇으로 어떻게) the extrinsic(외재적) value of an options contract makes a sharp decline following the occurrence of significant corporate events such as earnings. ... Buyers of stock options before earnings release is the most common way options trading beginners are introduced to the Volatility Crush. IV 크러쉬는 이익 등과 같은 중대한..