SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Strategies & Market Trends : Options 201: Beyond Obi-Wan-Kenobe -- Ignore unavailable to you. Want to Upgrade?


To: Ira Player who wrote (1004)5/4/2004 9:40:43 PM
From: Dominick  Read Replies (1) | Respond to of 1064
 
I just thought of something!

Do you use an EOD charting program like Metastock or Amibroker? If so you could write some standard Deviation and log formulas for the time periods that will be pretty close to what your looking for.

Granted, the formulas will be historical Volatility and not IV, but will still put you in the ballpark.

dom