G Grant Sep 30, 2007 #1 Gentleman, Are changes in option implied vol's reflected in the future on an intra-day basis? Similarly, do changes in the front month/back month iv differential (assuming it exists) impact on futures? Thank you. Grant.
Gentleman, Are changes in option implied vol's reflected in the future on an intra-day basis? Similarly, do changes in the front month/back month iv differential (assuming it exists) impact on futures? Thank you. Grant.
