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+3. Realized Volatility Rises, Implied
+Volatility Falls
+This chart pattern can manifest itself in different ways. In this scenario, the
+stock is becoming more volatile, and options are becoming cheaper. This
+may seem an unusual occurrence, but as we can see in Exhibit 14.4 ,
+volatility sometimes plays out this way. This chart shows two different
+examples of realized vol rising while IV falls.
+EXHIBIT 14.4 Realized volatility rises, implied volatility falls.
+Source : Chart courtesy of iVolatility.com
+The first example, toward the left-hand side of the chart, shows realized
+volatility trending higher while IV is trending lower. Although
+fundamentals can often provide logical reasons for these volatility changes,
+sometimes they just can’t. Both implied and realized volatility are
+ultimately a function of the market. There is a normal oscillation to both of
+these figures. When there is no reason to be found for a volatility change, it
+might be an opportunity. The potential inefficiency of volatility pricing in
+the options market sometimes creates divergences such as this one that vol
+traders scour the market in search of.
+In this first example, after at least three months of IV’s trading marginally
+higher than realized volatility, the two lines converge and then cross. The