SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Technology Stocks : How high will Microsoft fly?
MSFT 459.86+0.7%Jan 16 9:30 AM EST

 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  
To: jonkai who wrote (72184)8/17/2002 2:45:57 PM
From: Charles Tutt  Read Replies (1) of 74651
 
The problem is that the volatility calculated from the stock price history (and that's not even a unique number, since it varies according to the time window used) differs from the volatility implied by the options traded in Chicago (which is also not unique, since it changes from minute to minute as the options trade), and neither necessarily represents the future volatility, which is probably what you want for the theory.

In other words, it's not that simple.

JMHO.

Charles Tutt (SM)
Report TOU ViolationShare This Post
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext