True, but 1 year is 1 year, both with 365 calendar days or with about 252 trading days/year... :D
Yes, the calculation is correct. But see also prev. posting about the corrosponding values that belong to +1SD and -1SD.
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A value (stock price) with an annual volatility of 82% should in 795 calendar days vary in 68.2689492% of the cases (ie. 1 sigma (=1SD))...
Volatility is defined as 1 StdDev price change, in percent, at the end of a one-year period.
It is clearly stated there: "This free service provides basic end-of-day information on specified underlying - such as last value of IV index...
Here's a general approach to beat these pigs: If possible split your order into 2, send the second when the maths tells you to do so, ie. average...
Right, but one has to take into account the "time decay" of options, this can get costly with overnight strategies using straddles or strangles. I...
I think these require writing (ie. shorting) and a margin account, I have currently only a small cash acct :-(...
The above statement you wrote on sunday, and somehow you are right: today (Mo) it fell 10.37% :cool:...
When designing a strategy one mostly faces this problem: what if the underlying doesn't make any move? :mad: I have not been able to find a...
Does anybody know if VIX options or warrants are offered in Europe? Ie. this beast:...
I understand what you mean. Indeed there are some language barriers (I'm not so fluent with my english, living in Germany), and I haven't...
No, no, I'm not fixated at HV, it is just an orientation, in reality I start at HV and inc or dec it, ie. using such input params:...
Ok, when using StdDev as the "borderline" then high vola gives indeed some more profit for Calls, BUT the profit of lowvola Puts is higher!...
I'm doing nothing else since the very beginning. The only difference is: I didn't use SD, rather took a realistic spotdelta of say 3% and so...
He leaked national security information to he Israelis...
No, his and your calculations seem to aim exercising options, I on the other side am interessted profiting by trading the crap in as short a...
Why not generalise it and say "payout differs by vola at implied imagination"? :D
Hmm. I get a call price of about 0.5. What is this ratio supposed to tell at all? I don't see it's importance for making different vola comparable.
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