Runs: 500
Stats
RV mean: 29.78%
RV st dev: 1.38%
mean
RV-IV
: +4.78 vol pointsP/L mean: +4.80 vol points
P/L st dev: 2.62 vol points
5 points of outperformance predicts earning ~5 vega points with a standard deviation of 2.6 points.