SPX, NDX, RUT, and OEX Implied Std Dev vs Today's Movement
This will be a short post. I just thought I would point out what the closing one day standard deviations were for the four major indexes using April ATM IV. Then point out how much them moved today. I'll be interested in hearing all of you trader's takes on this information:
What are your guys thoughts? I'll give you guys my thoughts in the morrow.
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