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Strategies & Market Trends : Canadian Options
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To: Porter Davis who wrote (33)1/23/1997 8:51:00 AM
From: kajtek   of 1598
 
Thanks again
I noted that volatility is very important but it seems that you (I mean option specialists) use short term volatility. I wonder what time span you use. Is it hours (intraday volatility) or days. The classic formula says about one year but this is fine for first estimation. I try to follow the spread between volatility calculated on the basis of last year and implied volatilty. I did not come yet to any conclusions but the bigger the spread the hotter the stock and options (direction is not relevant) I am working on how to use this for my benefit.
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