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The implied volatility pattern exhibited when a large jump or drop in price is expected due to some imminent announcement is analogous to the pattern where: A. at-the-money options exhibit less implied volatility than away-from-the-money options. B. deep in-the-money puts exhibit less implied volatility than deep in-the-money calls. C. deep in-the-money calls exhibit less implied volatility than deep in-the-money puts. D. at-the-money options exhibit greater implied volatility than away-from-the-money options. |