S&P Dep Receipts (SPY) sjprt duration IV low

December 11, 2019 10:15 AM UTC

S&P Dep Receipts (NYSE: SPY) December weekly and December call option implied volatility is at 15, December January is at 13, January 2021 is at 17; compared to its 52-week range of 10 to 32 into FOMC meeting, ECB meeting, U.K. election and December 15 China trade tariff deadline.



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