Current Volatility..

Discussion in 'Options' started by Riesgo2002, Apr 5, 2002.

  1. I want to compare my implied volatilities to the current volatility of the underlying... I found several sources for the historical data but not for the current.. I have QuickenQuotesLive that gives a volatility number but it doesn't seem to update.:confused:

  2. syd697


  3. You might need to subscribe to a charting package which computes historical vol using close to close or high lo close values. Systems that come to mind are ensign, linnsoft, optionstar, optionvue,

    Good luck
  4. stevebens


    Another option is to use the Excel add-in available from the Options Strategy Analysis Tools site You need some Excel expertise to do this, but not a lot.

    Using this you can download free stock data from Yahoo and calculate historic volatility yourself. There is an on-line demo on this site which shows how you can do this, and how to prepare charts of volatility over time.
  5. Very nice.. Thanks!:D