Implied Volatility and expiration week

Discussion in 'Options' started by ericadam, Nov 17, 2010.

  1. ericadam

    ericadam

    Does IV typically fall across ATM equity options near the end of the session each day the week of expiration? (obviously on friday it does)
     
  2. ericadam

    ericadam

    any insights?
     
  3. You may be confusing vega with implied volatility. :confused:
     
  4. surfer25

    surfer25

    Sounds like it.