## Comment on Greek Interactions

You can convert the daily volatility to 10-day volatility by multiplying daily volatility with Square Root of 10. For example, if the daily vol is 1.2%, then 10 day vol is = 1.2%*Sqrt(10) = 3.79%.

You can convert the daily volatility to 10-day volatility by multiplying daily volatility with Square Root of 10. For example, if the daily vol is 1.2%, then 10 day vol is = 1.2%*Sqrt(10) = 3.79%.