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To: Joe NYC who wrote (107678)8/17/2000 9:07:14 PM
From: Saturn V  Read Replies (1) | Respond to of 186894
 
Joseph,
Ref <Stock volatility is just variance. You can calculate it using Excel>

Thanks.

The volatility is the variance w.r.t. to "X" -day moving average.

tha Black-Scholes Model uses the stock volatility for pricing options.

The question I have is is for what is the value of "X" for the moving average for calculating the variance which is used to price options. ?