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Strategies & Market Trends : Options 201: Beyond Obi-Wan-Kenobe
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To: Dominick who wrote (741)2/22/2003 11:19:12 PM
From: tyc:>  Read Replies (1) of 1064
 
What I am using is the data from the last 50 days of trading. Nothing else casts any influence.

The Average closing price of that 50 days is the 21.87 figure I quoted. Two standard deviations equals approximately 10% of that figure, as indicated by the upper band value of 24.06. Therefore the volatility of that 50 days was 10%. To annualise it simply multiply by 2.245.
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