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no_aha

Multiple Rate Of Change

no_aha  
Rate of Change (ROC)
53
1
rateofchange
Convergence of Multiple period Rates of Change near the Zero line shows contraction in volatility.
Soon we can expect expansion in volatility.
Ideal strategy would be to buy ATM Straddles when different period ROCs converge near Zero line.
(Also check implied volatility of options before going for this strategy)
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