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

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To: tom r. phillips who wrote (1835)4/23/1997 1:55:00 PM
From: Maureen   of 14162
 
Re: Volitility info on underlying

Hi tom,

The stock quotes at CBOE site have the volitility
webservices.pcquote.com
(just enter the symbol and submit)

this data is provided by PCQuote - so you can also get it at other sites which use their quotes, like Motley Fool site,,and others - or you can also go directly to PCQuote site here and have same
pcquote.com

Also have volitility on the stocktools site in their stock quotes
stocktools.com

These sites give slightly different volitilities however... they might be calculating from different number of days in past... I notice for example that with INTC the volitility is given as 33.56 on the PC Quote site and it is 33.04. You can always e-mail and ask how they calculate it. But it is probably good enough to use in the calculations to figure the implied volitility of the options if that is what you are using it for.

Maureen
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