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Re: Trading with Market Statistics. IV Standard Deviation
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I have come up with crude approximation of SD, by dropping vi/V factor, and it is remarkably close to your pic for July 23rd for whatever it is worth. See the pic attached |
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You can if you wish use a frequency distribution function in place of a volume distribution function. The distributions look similar but will differ in the fine details.
__________________
JERRY
---I'm going to trade til I'm 100, or die trying----
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