Moontower Munchies #82
Hello.... I had a question.
Suppose on 31st december close the 30day IV is 30th January(a listed expiry).... so suppose 5day elapses and now we are on 5th January close we don't have a listed expiry which is 30dte (4th February). How to solve this problem?
Thanks for the post!!
30d IV is constant maturity. It's interpolated by root(time)
Hello.... I had a question.
Suppose on 31st december close the 30day IV is 30th January(a listed expiry).... so suppose 5day elapses and now we are on 5th January close we don't have a listed expiry which is 30dte (4th February). How to solve this problem?
Thanks for the post!!
30d IV is constant maturity. It's interpolated by root(time)