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Technology Stocks : Lucent Technologies (LU)
LU 2.500-0.8%Nov 28 9:30 AM EST
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To: Ben Antanaitis who wrote (2941)7/3/1998 11:04:00 AM
From: Backfill  Read Replies (1) of 21876
 
Ben,

Very interesting, there is still two weeks left before expiration. Do you know where one could find historical volatility values for a particular stock i.e., Lu. For example the Oct 80 puts and calls have a volatility of ~ 40 at this moment. Is this the average for this company or is it high or low?

Jeff...
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