Booms, Busts, and Recoveries Message Board

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Strategies & Market Trends : Booms, Busts, and Recoveries

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To: smolejv@gmx.net who wrote (4809)	6/11/2001 5:10:29 PM
From: LLCF	Read Replies (1) of 74559

<Got the point. So...Longterm vola not the same as spot vola?...Probably so, but cant be 20 vs 60 vs 110. > The only time you really have "spot vol" is on expiration day... when implieds are for that day. Otherwise what you've got is 30 day spot... or whatever time is left to expiration. In the OTC market 30 day 60day 90 day 1 year 2 year etc etc trade daily using, with listed options you have whatever is left till expiration. For the second part the large deviations are usually seen in the opposite way... ie. near term options with say 10 days to 30 days trade very high [100v?] with 9 month to 1 year or more trading lower [60??]. DAK

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