B bubbagump Aug 30, 2005 #1 I have found several stocks with about 20% difference of Volatility from one month to another. Usually both the months are higher than Historical Vol. Is there a set method to capture the difference between the months?
I have found several stocks with about 20% difference of Volatility from one month to another. Usually both the months are higher than Historical Vol. Is there a set method to capture the difference between the months?
