Darrell’s reply…
Yes, the stats line up with pricing, tested multiple times. Hence you can’t profit by holding to expiration. Tested ie if you buy at 20 it wins 20% of the time.
Re: Deviation Levels We do not use the standard deviation, it’s not accurate. We use implied deviation. It’s much more accurate and sensitive to live market conditions. We plot them for you for free on 22k markets.
Kellie again…we have a video on the Deviation Levels if you’d like to know more about them.