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    volatility term structure question

    I posted reply with screenshot, but its awaiting approval. I am seeing this in all the major etf's, spy, qqq, iwm.
  2. B

    volatility term structure question

    here is a screenshot of spy using interactive brokers option chain.
  3. B

    volatility term structure question

    Hello, looking at the volatility term structure of an index fund, suppose the following are the implied volatilities of at the money options with 1 week, 2 weeks, 3 weeks, and 4 weeks left until expiration: 10.4%, 10.5%, 10.1%, and 11%. What could be reasons for that third weeks options being...
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