SPDR S&P 500 (SPY): the implied volatility is shown to be th...

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Re: None

Wednesday, 01/31/2018 1:35:35 PM

Wednesday, January 31, 2018 1:35:35 PM

the implied volatility is shown to be the same , yet the premium on calls took a 10% haircut

shame

(could it be extra writing?)

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