Comment on Greek Interactions

Mani commented on 29 Jun 2018, 01:02 AM

Sir I have a doubt regarding volatility cone calculations,
10 days before expiry means, for 29-jun-2018 expiry I have to take data from 22-may-2018 to 31-may-2018 to calculate annual volatility, likewise for 20 days 12-may-2018 to 31-may-2018 data am I correct sir?

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