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Strategies & Market Trends : January Effect 2003
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To: Londo who wrote (450)5/8/2003 8:00:50 PM
From: RockyBalboa   of 666
 
Yes, the lop-sided volatility with optically cheap calls clearly shows the inherent skewness. By today this has not cured itself pointing out for more possible downside. Of course they are slightly skewed all the time, but the current deviations in parity or implied volatility point to somehow lower target prices.
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