Yesterday’s option volume was heavy with 313,876 trading (average daily volume in 20015 was 156,629)… Feb and March $30 puts were most active with about 18,000 trading, each… Implied vol for March (Feb expires in 2 days) settled at 57.8… Here is the chart of at the money vol through yesterday’s settlement:
Long term average implied vol is 32.9…
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