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flip26

SPY Implied Volatility (3/27/2020)

By flip26, in General Board

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flip26    11

flip26
Posted

I'm very confused by something I'm seeing on ONE. VIX is up today about 7.44%, but ONE is reporting SPY IV Chg as -25%.

Is anyone else seeing this discrepancy between the VIX and what ONE is reporting for SPY?

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