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+9. Realized Volatility Falls, Implied
+Volatility Falls
+This final volatility-chart permutation incorporates a fall of both realized
+and IV. The chart in Exhibit 14.10 clearly represents the slow culmination
+of a highly volatile period. This setup often coincides with news of some
+scary event’s being resolved—a law suit settled, unpopular upper
+management leaving, rumors found to be false, a happy ending to political
+issues domestically or abroad, for example. After a sharp sell-off in IV,
+from 75 to 55, in late October, marking the end of a period of great
+uncertainty, the stock volatility began a steady decline, from the low 50s to
+below 25. IV fell as well, although it remained a bit higher for several
+months.
+EXHIBIT 14.10 Realized volatility falls, implied volatility falls.
+Source : Chart courtesy of iVolatility.com
+In some situations where an extended period of extreme volatility appears
+to be coming to an end, there can be some predictability in how IV will
+react. To be sure, no one knows what the future holds, but when volatility
+starts to wane because a specific issue that was causing gyrations in the
+stock price is resolved, it is common, and intuitive, for IV to fall with the
+stock volatility. This is another type of example of reversion to the mean.