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Strategies & Market Trends : MDA - Market Direction Analysis
SPY 683.03-0.1%4:00 PM EST
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To: Sunny Jim who wrote (43834)3/22/2000 1:08:00 PM
From: Casaubon  Read Replies (1) of 99985
 
IV: implied volatility. It is back calculated from the black scholes (or other) options pricing equation based on what people are willing to pay for options, as opposed to calculating what options prices should be based on how volatile the stock has behaved historically.
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