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+8. Realized Volatility Falls, Implied
+Volatility Remains Constant
+This volatility shift can be marked by a volatility convergence, divergence,
+or crossover. Exhibit 14.9 shows the realized volatility falling from around
+30 percent to about 23 percent while IV hovers around 25. The crossover
+here occurs around the middle of February.
+EXHIBIT 14.9 Realized volatility falls, implied volatility remains constant.
+Source : Chart courtesy of iVolatility.com
+The relative size of this volatility change makes the interpretation of the
+chart difficult. The last half of September saw around a 15 percent decline
+in realized volatility. The middle of October saw a one-day jump in realized
+of about 15 points. Historical volatility has had several dynamic moves that
+were larger and more abrupt than the seven-point decline over this six-week
+period. This smaller move in realized volatility is not necessarily an
+indication of a volatility event. It could reflect some complacency in the
+market. It could indicate a slow period with less trading, or it could simply
+be a natural contraction in the ebb and flow of volatility causing the
+calculation of recent stock-price fluctuations to wane.
+What is important in this interpretation is how the options market is
+reacting to the change in the volatility of the stock—where the rubber hits