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Top Option Imp Vol % Gainers

Trading Term

Shows the top underlying contracts (stocks or indices) with the largest percent gain between current implied volatility and yesterday's closing value of the 15 minute average of implied volatility. Note: Implied volatility is calculated using a 100-step binary tree for American style options, and a Black-Scholes model for European style options. Interest rates are calculated using the settlement prices from the day’s Eurodollar futures contracts, and dividends are based on historical payouts.

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