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2rosy
 

Registered: May 2012
Posts: 336

 

10-10-12 01:24 PM

anyone know a good source of option cones

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Doobs789
 

Registered: Feb 2008
Posts: 558

 

10-10-12 02:16 PM


Quote from 2rosy:

anyone know a good source of option cones



Just do them in Excel. For a given underlying; get the OHLC prices for the durations you desire, calc the vol, and then populate a chart with the percentiles and date ranges that you need.

If you don't want to do the work, I'm sure there are sheets/templates out there on the net. If you want to pay, you can use Hoadley.

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cdcaveman
 

Registered: Aug 2011
Posts: 3514

 

10-10-12 06:27 PM

+1 on hoadley

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2rosy
 

Registered: May 2012
Posts: 336

 

10-10-12 06:56 PM

created own instead
+1000

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Doobs789
 

Registered: Feb 2008
Posts: 558

 

10-10-12 07:05 PM


Quote from 2rosy:

created own instead
+1000



Good work. Always better to build your own tools.

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