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Options & Futures/Implied volatility the same?


Dear John,
Regarding options, is the implied volatility generally the same for all stocks? Assuming stock A and stock B are both priced exactly the same, and the options have exactly the same strike price and the same days to maturity, are each stock's implied volatility generally the same or very closely the same with each other? Can we have such case where the implied volatility of stock A going for 2% while the implied volatility of stock B going for 8%, extremely speaking, assuming the share prices are the same, strike prices are the same, and the days to maturity are the same for both stocks?

Hello.  First, I want to apologize for taking so long to get back to you.  I usually respond right away.
Implied volatility for a stock has less to do with share price than it does the actual movement of the stock.  Two stocks that are priced exactly the same will have very different implied volatility if stock A bounces around while stock B is more calm.  The implied volatility for stock A will be higher than stock B and thus the options for stock A will cost more.

Hope this answers your question,


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I can only answer questions regarding equity options, not futures. I have a great working knowledge of both LEAPs options and standard short term options. I'm very well versed in many types of options strategies, specifically, buying straight puts and calls, writing covered calls, naked put writing, credit spreads, calendar spreads, iron condors, and butterflies. I can also help with questions regarding technical trading.


I am currently making a very nice living off of selling credit spreads and calendar spreads using weekly options on the SPY and IWM.

I have a college degree as well as ten plus years of independent study of options trading and technical analysis.

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