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High Option Imp Vol Over Historical

Trading Term

Shows the top underlying contracts (stocks or indices) with the largest divergence between implied and historical volatilities. Note: Implied volatility is calculated using a 100-step binary tree for American style options, and a Black-Scholes model for European style options. Interest rates are calculated using the settlement prices from the day’s Eurodollar futures contracts, and dividends are based on historical payouts.

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