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Strategies & Market Trends : Options 201: Beyond Obi-Wan-Kenobe -- Ignore unavailable to you. Want to Upgrade?

To: tyc:> who wrote (744)2/23/2003 9:45:43 AM
From: tyc:>  Read Replies (1) | Respond to of 1064
 
I withdraw my remarks about "fair value". Fair Value is far more likely to be based on the implied volatility of the option than on the actual historic volatility displayed by the stock price over the last 50 days.

The question remains; can we calculate an annual historic volatility % for a 50 day period, knowing the average and standard deviation of closing prices ?


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