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Strategies & Market Trends : Tech Stock Options
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To: Anaxagoras who wrote (58393)3/24/1999 6:39:00 PM
From: Anaxagoras  Read Replies (2) of 58727
 
Nothing like solving your own problem....

I found a source for data on the interest rates- since most of the options I'm looking at are 10 yrs, the risk-free rate I needed would be the rate on a ten year treasury, and that can be found on the guvment's site:
bog.frb.fed.us

So now all I need is a site that will cough up (for free) what the historical volatility of a stock was at a given date (i.e. one year standard deviation, not beta). Any one know of such a place?

Thanks,
Anaxagoras
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