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.
Scroll down, maybe it is not an optionable stock. www.TradingView.com add historic volatility as a study.
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.
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.
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.