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 : Roger's 1998 Short Picks -- Ignore unavailable to you. Want to Upgrade?


To: TAPDOG who wrote (3925)3/3/1998 1:24:00 PM
From: CatLady  Respond to of 18691
 
The CBOE has alot of info:
cboe.com

CBOE Options toolbox is free downloadable software:
cboe.com

Most of the popular puts (AOL, AMZN, YHOO, etc.) are overpriced IMO.

CL



To: TAPDOG who wrote (3925)3/3/1998 1:27:00 PM
From: TAPDOG  Respond to of 18691
 
Here's one answer to my own question. The cboe site has an options pricer.
cboe.com



To: TAPDOG who wrote (3925)3/3/1998 1:28:00 PM
From: Market Tracker  Read Replies (1) | Respond to of 18691
 
Tappis, - The eztrade site at least approaches the topic of implied volatility in the free section. I don't subscribe to them however. In the left-hand column click options tutorial. Hope this helps.

eztrade.com

MT



To: TAPDOG who wrote (3925)3/3/1998 1:28:00 PM
From: drsvelte  Respond to of 18691
 
Try this neat site:

webbindustries.com

drsvelte



To: TAPDOG who wrote (3925)3/3/1998 7:30:00 PM
From: tom pope  Read Replies (1) | Respond to of 18691
 
>>Concerning options valuation. I am surprised that I find almost no discussion of options volatility or valuation on any of the SI threads<<

Good point. tho I see there are already a number of replies to your post, I'll jump in anyway. The starting point is MIV of the option vs historical volatility of the underlying. Then, you can make an informed personal judgment whether forward volatility up to expiration will be greater or lesser than MIV of the option.

A problem is that there are free sites that yield MIV, but none that I know of that will give you historical volatility