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Do different strike values of options attain their volatility value dependent on their % distance from the ATM price continuously, or is the volatility surface stationary during a single day?

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    $\begingroup$ It changes during the day, but at my firm we only recalculate it once a day using closing prices and this seems to be "good enough" for our purposes. $\endgroup$ – Alex C Jun 23 at 19:57

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