Highest Delta

Discussion in 'Stocks' started by Lord Darkseid, May 17, 2023.

  1. Snuskpelle

    Snuskpelle

    Yes you are. :p

    My original post was obscure, but I guess I hitched on the theme of the first reply. The key point is that the most straightforward way is to look up past realized vol and assume future vol is going to be correlated, but you can get a more refined estimate of future vol such as what's priced by stock options.
     
    #11     May 19, 2023
    newwurldmn likes this.