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I entered both Historical volatilty formulas and for a 20 day
volatility and for GE, I got 32.9 from Graham's and 26.13 from
butthabuttha.
For a $50 stock with a $50 March strike the differences are $1.75 and
$2.19. That's a pretty big gap when determining overvalued and
undervalued options.
Why would there be such a huge difference?
TIA,
Dominick
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