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Trading > Daily Options Report

Quadruple Witch Volatility Scare!

Daily Options Report | Fri, 06/19/2009 - 10:45am | Options Trading, VIX, Volatility |  Add a comment

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OK, here's the scare. Expiration day is not a particularly volatile day in the expiration cycle. I ran numbers for my book and since I'd rather you buy it before picking apart my methodology, I'll just say that I show expiration day itself as pretty average in HV terms. When I ranked all 25 day
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