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VOLATILITY TIME SERIES |
Web POP's "Volatility Time Series Graphs" allow you to see the volatilities
of all contract months on a single graph. This is called the volatility
time series. It visually indicates whether the back months are trading at
higher volatilities than the front months. You cann see this same line for
different dates in the past. In the example below, all the lines slope
down except the one from 6-2-97. Opportunity? Indicator?
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