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Strategies & Market Trends : How To Write Covered Calls - An Ongoing Real Case Study!

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To: Tony D. who wrote (7148)3/22/1998 5:55:00 PM
From: Douglas Webb  Read Replies (1) of 14162
 
Have you checked out McMillan's site, www.optionstrategist.com?

I had seen it a while ago, but thanks for reminding me about it. He's got a new feature on the site: 20,50, and 100 day historical volatility for a huge number of symbols (including indexes and futures.) That makes it easy to compare the implied volatility calculated by my option page against historical volatility. McMillian's books discuss how to analyze this comparison.

Doug.
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