Options 201: Beyond Obi-Wan-Kenobe Message Board

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Strategies & Market Trends : Options 201: Beyond Obi-Wan-Kenobe

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To: tyc:> who wrote (761)	2/23/2003 5:46:31 PM
From: Dan Duchardt	Read Replies (1) of 1064

There certainly should be a connection between BBs and historical volatility, since both are based on standard deviation calculations. I think OX is right that 22% is not the right answer for your example based on the following comparison. I had to use the US version of the chart to get the IVolatility data. The BBs and MA for the chart are set to 30 day, but can easily be changed to 20, 10 for comparison with the tabulated historical volatility calculations. ivolatility.com stockcharts.com[h,a]daclyyay[dd][pb30!d30,2][vc60][iUyb30,2.0]&pref=G It's an interesting relationship, and the conversion should be fairly simple. I'm going to work on it a bit to see if the math works out.

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