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Strategies & Market Trends : Options -- Ignore unavailable to you. Want to Upgrade?


To: edamo who wrote (2511)2/9/2000 9:21:00 AM
From: Uncertain Walker  Read Replies (2) | Respond to of 8096
 
edamo,

Thanks for sharing your experience.

I use an option calculator (based on BS model) at CBOE site to find the implied volatility. Just input the stock price and strike (plus interest rate, expiration, etc.), then try a couple of "implied volatility" parameters to match the current call or put price. Very easy and fast. COBE also lists historical implied volatility (12 months of 1999) for all optionable stocks. A comparison between the current and the historical provides the perspective.

It would be nice if some websites can send alerts on implied volatility.