Quote:
Originally Posted by ethicsprof
It looks like they have a bit of the volatility of the stock market right now.
Still, I believe that the beta is no more than 20.
best,
barry
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You mean the vol (volatility) could be 20 not the beta correct? Also, a 20 vol (abbreviated), would actually be a volatility measure of .20 The markets beta is 1.00 and the current implied at the money volatility of regular december spx options is 9.5 while the vix is 12.40.