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8/23/2024 4:23:54 PM

Significant Decrease in 1-Day Volatility and Misalignment in 1-Week Implied Volatility

Significant Decrease in 1-Day Volatility and Misalignment in 1-Week Implied Volatility

According to @GreeksLive, there has been a notable decrease in 1-day implied volatility from 54 to 41. Additionally, the 1-week implied volatilities were higher than the realized volatilities, indicating a need for re-calibration. This suggests that the market's expectations were not met, and adjustments are necessary for more accurate future predictions.

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Greeks.live

@GreeksLive

Greeks.live is Professional Option Traders’ Arsenal.