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To: Lucky Joey who wrote (96377)2/9/1999 1:37:00 PM
From: MaryinRed  Respond to of 176387
 
Don't know if this is much help...but check it out...
if you know..the price...it calculates the implied volatility..and vice versa...

dailystocks.com

smile...mary



To: Lucky Joey who wrote (96377)2/9/1999 2:02:00 PM
From: BGR  Respond to of 176387
 
LJ,

Not sure about the chart (would love to know the URL if you find it) but I use the CBOE options calculator (available in www.cboe.com) to backcalculate the IV from the price (for price quote I again use CBOE). Note, though, that you have to calculate it separately for ITM, ATM and OTM options and use some kind of an average.

-BGR.