![Benn Eifert 🥷🏴☠️ on X: "Extraordinary flattening of S&P skew in the long end of the term structure). The blue-to-red spectrum are percentiles of the historical distribution of implied volatility by put Benn Eifert 🥷🏴☠️ on X: "Extraordinary flattening of S&P skew in the long end of the term structure). The blue-to-red spectrum are percentiles of the historical distribution of implied volatility by put](https://pbs.twimg.com/media/EUEsHCpUcAUzKG9.jpg)
Benn Eifert 🥷🏴☠️ on X: "Extraordinary flattening of S&P skew in the long end of the term structure). The blue-to-red spectrum are percentiles of the historical distribution of implied volatility by put
What is the spot volatility? What are the differences of spot, forward, implied and historical volatilities? - Quora
True and estimated spot volatility matrix for the asynchronous case.... | Download Scientific Diagram
![volatility - Why is there a stong intraday-correlation between spot and vol? - Quantitative Finance Stack Exchange volatility - Why is there a stong intraday-correlation between spot and vol? - Quantitative Finance Stack Exchange](https://i.stack.imgur.com/gcZkN.png)