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Gold/Mining/Energy : Strictly: Drilling and oil-field services
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To: Lyle Abramowitz who wrote (2645)10/31/1997 4:57:00 PM
From: SJS  Read Replies (1) of 95453
 
Lyle,

What I (and now probably others) are seeking is the actual volatility data on a stock by stock basis. Someone must be doing this with all the data crunching going on!! Let's just find out who!! Hopefully...it's free.

Roberts Pricer (which I have used) is fine IF you have the actual volatility to input. I did mention that implied is circular, so not of too much use.

Finding a site that has this fee information (actual volatility) would go a long way to helping us. Have any ideas?

Thanks.

Steve

Alta vista found this in SI (A thread on implied volatility!!)
Subject 16109

Here's how to figure volatility (for the non-math challenged...):
e-analytics.com
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