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Search: Posts Made By: sam028
Forum: Options October 13th, 2015, 06:01 PM
Replies: 8
Views: 1,449
Posted By sam028
I do not have the answer :ahhhhh:, but it's an...

I do not have the answer :ahhhhh:, but it's an interesting question and you may find some research papers done on this.
In theory earnings dates should affect IV, but how much, that's the question...
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