Decoding Volatility with the Rule of 16
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Decoding Volatility with the Rule of 16
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In this episode of our new show Teach Me Like I'm 5, we’re joined by Mat Cashman, Principal of Investor Education at the OCC, to break down a powerful yet often overlooked concept in options trading: the Rule of 16. Whether you're new to volatility or a market veteran, this conversation takes you from the sandbox to the risk desk, explaining how this simple rule transforms annualized volatility into daily insight—and how professionals use it to assess market surprises, portfolio risk, and trading decisions.
What We Cover:
What the Rule of 16 is and why it mattersTranslating annualized volatility into daily expectations
Why understanding standard deviation helps traders interpret large price moves
How experienced traders use the Rule of 16 to adjust to fast-changing volatility
Real-world examples including recent five-standard-deviation events
The psychological and behavioral impact of “surprising” moves on market participantsHow to build a daily baseline for expected price movement
Using the Rule of 16 to contextualize options positions and risk management