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Strategies & Market Trends : Option Spreads, Credit my Debit -- Ignore unavailable to you. Want to Upgrade?

To: OX who wrote (1081)	12/29/1999 7:01:00 PM
From: RoseCampion	Respond to of 2317

It's best to calculate your own... (you know how I am :-) I mentioned this to Rose on another thread recently... McMillan outlines the calculation, it's pretty straightforward. I agreed with OX when he first mentioned it this: if you want the best meal, you need to cook it yourself. It may sound like some trouble, but what's an extra five minutes when you're talking several thousand dollars of your own money? Yahoo quote screens will let you easily download a comma-delimited file of historical prices for any security that you can plug into a spreadsheet and run McMillan's calculation on for any number of previous days/weeks/months. Once you get it setup the first time, it's almost automated. I've found Yahoo's historical data to be very accurate, but make sure you (and they) are accounting for splits exactly right - one day off on the true split date and your volatilities will look much, much higher than they actually are. -Rose-