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Strategies & Market Trends : The Covered Calls for Dummies Thread

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To: fmikehugo who wrote (3973)	10/10/2002 4:27:05 PM
From: Dan Duchardt	Read Replies (1) of 5205

IV is derived from quoted option prices and reflects the specialists bias about the future of the stock price action. Theoretical prices are based on historical volatility, which is derived solely from the price action of the stock itself over some period of time. This site identifies historical volatility based on 10, 20, and 30 day calculations ivolatility.com I subscribe to myTrack for data. I think even the most basic subscription gives you access to historical prices and volatility data. Their option display quotes and average volatility, and a fair value for each option based on that average so you can see where a specific option price is relative to theoretical pricing. mytrack.com I don't know that it is particularly valuable, but his site lists calls with high % premium relative to underlying price. coveredcalls.com

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