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DownWithPumpers

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DownWithPumpers

Re: DownWithPumpers post# 9641

Thursday, 02/23/2017 3:11:08 PM

Thursday, February 23, 2017 3:11:08 PM

Post# of 29807
The actual volatility over the last 10 days (HV10) is 4.39.

10 day volatility has dropped to 4.28. While actual volatility is dropping people are paying more money for volatility protection.

The divergence is unlikely to last long.
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