/biz/ - Business & Finance

Anonymous Tue Apr 28 15:03:14 2020 No.18737025 [View]
File: 224 KB, 800x500, options HV and IV comparison.jpg [View same] [iqdb] [saucenao] [google]

>>18736684
>>18736684
>Is 10% decrease in volatility realistic?
10% in an hour is realistic

>Whats a good way to estimate the decrease (or increase) in volatility over time?
flip a coin, draw straws, any other way you like to read the future

>Is there a general pattern of -1% per day or something similar?
not really, and for added fun, historic volatility is not actually equal to implied volatility, because math is fun

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