Has anyone noticed the big drop in volatility in just the last week?
I was just doing some sums based on volume/volatility estimates from the 21 August figures from the ASX website and comparing them to the IV for current ATM (or close as) options.
HDR from 83% to 68/62 (call/put) for sept and 53/59 for dec
SSX from 81% to 50/30 for sept and 31/29 for nov
OXR from 77% to 37/42 for sep and 43/47 for oct