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Sometime, hopefully, in the 90 days the CBOE web site is
scheduled to upgrade it's option quoting ability. The
upgrade will allow options to be quoted with both the price
information and the option's delta. Broadcasting the delta
also, defacto, broadcasts an implied volatility. This delta
will be vendor generated and should provide a good starting
point for vol. estimates. In case where vol. is pretty
constant it will represent a very good vol. Where vol.
varies a lot, such as with the .com stocks you should view
it as a starting point for generating an actual implied vol.
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