The implied volatility skew of the distant months may differ from the current month. As time decays and the distant months draw nearer, their skew takes on the characteristics of the current month's options and eventually become the current month options. OptionVue 5's Variable Volatility model takes this adjustment into account when analyzing option trades.

When performing analysis, projected future volatility levels are used in calculations to account for the likely changes in volatility. This results in much more accurate projections.

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