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Volatility continues to drop over a 30 and 60 day period.
60-day now at 1.488% (32nd lowest day on record) and 30-day at 0.963% (15th lowest day on record).
Due to the way historical volatility is calculated I expect 30-day to remain stable while 60-day drops to near record levels over the next 7-14 days.
The lift off is going to be magnificent.60-day now at 1.488% (32nd lowest day on record) and 30-day at 0.963% (15th lowest day on record).
Due to the way historical volatility is calculated I expect 30-day to remain stable while 60-day drops to near record levels over the next 7-14 days.
Can't agree more.
