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Old 07-25-2007, 11:09 AM
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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
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.

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