RV 30% batch (5 points outperformance)

 
Runs: 500

Stats

RV mean: 29.78%
RV st dev: 1.38%
mean RV-IV: +4.78 vol points
P/L mean: +4.80 vol points
P/L st dev: 2.62 vol points
 
notion image
5 points of outperformance predicts earning ~5 vega points with a standard deviation of 2.6 points.