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To: Les H who wrote (1551)3/2/2002 12:00:36 PM
From: Les H  Read Replies (4) | Respond to of 29596
 
QQQ volatility

ivolatility.com

last two crossovers were in early December and in early January

ivolatility.com



To: Les H who wrote (1551)3/2/2002 2:20:05 PM
From: OX  Read Replies (1) | Respond to of 29596
 
fwiw, here's my guess... I do not think it's relevant that historic volatility jumped up on a rally based on 2 perspectives. (1) the HV calculation doesn't really care whether prices moved up or down, just that they move. and (2), HV takes into acct a specific timeframe, so adjust the timeframe and the calc turns out different (ie, numbers drop off the backend).

which leads to my next post...