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Strategies & Market Trends : Roger's 1998 Short Picks
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To: TAPDOG who wrote (3925)3/3/1998 7:30:00 PM
From: tom pope  Read Replies (1) of 18691
 
>>Concerning options valuation. I am surprised that I find almost no discussion of options volatility or valuation on any of the SI threads<<

Good point. tho I see there are already a number of replies to your post, I'll jump in anyway. The starting point is MIV of the option vs historical volatility of the underlying. Then, you can make an informed personal judgment whether forward volatility up to expiration will be greater or lesser than MIV of the option.

A problem is that there are free sites that yield MIV, but none that I know of that will give you historical volatility
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