Friday, July 11, 2008

Implied Volatility at Fannie Mae (FNM) Tops 400

Not that this should surprise anyone who has been following this story, but it is an impressive number nonetheless and deserves to be captured here for archival purposes at the very least.

2 comments:

Anonymous said...

Which tool (or website) are you using to generate this kind of chart?

Bill Luby said...

The graphic comes from the ISE web site. Go to their Market Data & Trading Tools tab, then click on Quotes/Volatility.

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