F fotr Newbie Messages 2 Likes 0 Sep 14, 2005 #1 Does anybody know about some web where I can find annual volatility of certain stock? Thank you in advance
Does anybody know about some web where I can find annual volatility of certain stock? Thank you in advance
ewilcox Active member Messages 134 Likes 2 Sep 14, 2005 #2 Can't you just take the raw data and work out historical volatilities? If your not sure about this calculation try.....errr...google.
Can't you just take the raw data and work out historical volatilities? If your not sure about this calculation try.....errr...google.
Profitaker Established member Messages 773 Likes 70 Sep 14, 2005 #3 fotr said: Does anybody know about some web where I can find annual volatility of certain stock? Thank you in advance Click to expand... www.ivolatility.com
fotr said: Does anybody know about some web where I can find annual volatility of certain stock? Thank you in advance Click to expand... www.ivolatility.com
S sharanki Junior member Messages 44 Likes 1 Sep 14, 2011 #4 Go to either CBOE | Chicago Board Options Exchange or ivolatility.com
S sharanki Junior member Messages 44 Likes 1 Sep 14, 2011 #5 Or, you can simply look up an option greek and look at the Historical Volatility. However, I don't think that is a period of a year. Does anyone know how much time of historical volatility is calculated in the black scholes formula?
Or, you can simply look up an option greek and look at the Historical Volatility. However, I don't think that is a period of a year. Does anyone know how much time of historical volatility is calculated in the black scholes formula?
S sharanki Junior member Messages 44 Likes 1 Sep 14, 2011 #6 Hey everyone, Just answered my own question. Amazing how the internet works. Black Scholes prices in the last year's volatility.
Hey everyone, Just answered my own question. Amazing how the internet works. Black Scholes prices in the last year's volatility.
maxima Established member Messages 607 Likes 31 Sep 14, 2011 #8 sharanki said: how much time of historical volatility is calculated in the black scholes formula? Click to expand... is like to say - how much of honey you can extract from cow's ar$e.... where in BS you saw historical volatility? you like google.. the f cking google it
sharanki said: how much time of historical volatility is calculated in the black scholes formula? Click to expand... is like to say - how much of honey you can extract from cow's ar$e.... where in BS you saw historical volatility? you like google.. the f cking google it
W wackypete2 Legendary member Messages 10,211 Likes 2,058 Sep 14, 2011 #9 maxima said: is like to say - how much of honey you can extract from cow's ar$e.... where in BS you saw historical volatility? you like google.. the f cking google it Click to expand... Pay no mind. He's a posting machine. 30 posts in 35 minutes. Peter
maxima said: is like to say - how much of honey you can extract from cow's ar$e.... where in BS you saw historical volatility? you like google.. the f cking google it Click to expand... Pay no mind. He's a posting machine. 30 posts in 35 minutes. Peter
T the_coumiester Member Messages 94 Likes 4 Sep 15, 2011 #10 wackypete2 said: Pay no mind. He's a posting machine. 30 posts in 35 minutes. Peter Click to expand... Wow, really? Don't you give those type of guys the boot or something? lol
wackypete2 said: Pay no mind. He's a posting machine. 30 posts in 35 minutes. Peter Click to expand... Wow, really? Don't you give those type of guys the boot or something? lol