Hi Patrick-
Thanks for responding- I'll check out that site. FWIW, it turns out that Edgar Online also has a volatility figure when you pull up a full quote, but I can't find out if it's a 30 day figure, 1 year, or what. Moreover, I need past info on this, i.e. what the one year figure was on, say, February 2, 1997. :-( It turns out that the CBOE has some historical data, but only on optionable stocks, but only on the basis of a 30 day figure, which again isn't exactly what I'm looking for. Since I'm not looking at standard stocks, quite frequently they don't trade listed options, however the execs get certain options, and I'm interested in computing their present day value at time of grant. I suppose I could in principle set up a spreadsheet and download historical figures and plug and chug, but who the heck wants to do that? I'm tying to keep it simple. Well, relatively simple, anyway. ;-)
And thanks, Daflye; I was getting kinda lonely. ;-)
Anaxagoras |