it is chart of volatility..and the market today is not so turbulant... okey..i hear you...But before i will do this(buy the book's) I want to...
i think that this answer more similar to be truth....
a picture
this situation i watching on options on futures an index...It is really real?????
Means I not understood him....Sorry to MTE
may be you right.... I start explain my Thoughts in another word's.I trying to do this in simple word's.Don't kick me if I will make an error......
ooo...I am at last starting to understand you...And about this method(Garch) i want to hear...if i correctly understood you i must first find the...
This answer is good...But only for student on the examination in economy...Not for The practising trader...Sorry
okey...But i really don't understand why i must put the IV to the model to get the theori price which i get from the same model????? I am assured...
thery interesting!!!! You mean that the parameter as volatility that i use in formula is not a IV?????IT is future volatility????it is not correct...
Heh....Okey...Lets start... I want to buy a call-option...I must know the price of option..I use a BL-SH formula.For this i must to knew the IV...
Did you really think that the correct IV you can get from the model????
the implied volatility is only a parameter that you use in BL-SH formula... you must know the value of IV in the same way like you know the price...
in "options as a strategic investment" by McMillan i find simple method that use the volatility of the options with more far expiretion..Is this...
it is even not funny
I think it more closer to be true... The biggest group of trading that trade on market is arbitrageur....Why??? The answer is simple,,THe...
Does anybody calculates the IV by yourself?
I have the problem with Options on the market that i trade. I suspect that the parameter as volatility is not correct for some options...For...
I think those metods are doomed failure. Because markets have no fraquency characteristics. You should turn you mind in another side of...
Okey..And the interest question to all. This may raise the interest to this.. What happend with price of the stock then they cross the price 5...
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