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mytendies OP t1_jaellic wrote on February 28, 2023 at 9:44 PM

Reply to comment by jballs in Most Bullish Underlyings and the "Cheapest" Calls by mytendies

Good find. Basically if you look at TTD historical vol it moved "more" than is currently priced by puts or calls. Mainly it is explained by having a really volatile past 4 weeks