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semi_infinite

12/02/14 7:37 PM

#12780 RE: pollyvonwog #12779

I don't have the data from yesterday and I wasn't paying attention. Can you recap?

As I recall, there was active volume on the Monday following Nov expiration and that was about it. Implied volatility is about 10% higher when comparing Dec to Jan and about half a standard deviation above trailing 12 month average.