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The simple answer is no. You need historical data to backuo the implied correlation. A smart way to do it is to use Buss and Vilkov (2009) methodology. Denote the risk-neutral correlation between each pair of stocks: $\rho_{ij,t}^Q$. The presence of the correlation premia led Buss and Vilkov (2009) to estimate the risk-neutral correlation by making: ...

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