E ericadam Nov 17, 2010 #1 Does IV typically fall across ATM equity options near the end of the session each day the week of expiration? (obviously on friday it does)
Does IV typically fall across ATM equity options near the end of the session each day the week of expiration? (obviously on friday it does)
N nazzdack Nov 18, 2010 #3 Quote from ericadam: any insights? More... You may be confusing vega with implied volatility.
S surfer25 Jan 21, 2011 #4 Quote from nazzdack: You may be confusing vega with implied volatility. More... Sounds like it.