Finding Annualized Volatility for Black Scholes Option Pricing?

Discussion in 'Options' started by Fain, Apr 7, 2021 at 1:27 PM.

  1. Fain

    Fain

    What do you guys use to find annualized volatility in a stock? I have received a chunk of stock options from pubco companies I work with and want to calculate their value.
     
  2. ZBZB

    ZBZB

    www.barchart.com enter symbol and you will get historic and implied volatility.
     
  3. Fain

    Fain

    thanks for your reply. Where does it show historic and implied volatility?

    upload_2021-4-7_14-27-0.png
     
  4. ZBZB

    ZBZB

    Scroll down, maybe it is not an optionable stock.

    www.TradingView.com add historic volatility as a study.
     
  5. Fain

    Fain

    They aren't optionable. Sorry, these are options for management, directors, consultants etc. None of them have listed options. Is there anyway to find annualized volatility in the stock itself.

    Thats the missing crtiera i need for the black scholes.
     
  6. destriero

    destriero


    You'll have to use stat-vol of the underlying if it's listed. Implied vols are derived from premiums. Or use corps in your sector with listed vol.
     
  7. destriero

    destriero


    There is no mkk for vol in penny listings.
     
  8. Fain

    Fain

    This is the figure I'm missing from the calculation. Annualized volatility of the stock. All stocks which I was given options in are listed but not the options itself.

    upload_2021-4-7_15-19-12.png
     
  9. Fain

    Fain

    I don't understand what you mean. It could be the short form or acronyms you're using.
     
  10. Proper answer depends on the precision you require!