Historic Volatility

Discussion in 'Trading' started by jj_jere@hotmail, Mar 13, 2002.

  1. Does anybody know of a site where I can can get the historic volatility for the 500 stocks in the SP500 index?
    Thanks JJ
  2. Jere

    You can try a software package called Neoticker. www.neoticker.com The realtime package contains just about every volatility indicator i can think of.

    or Try Laurence Connors website www.mgordonpub.com for his nightly volatility reports.

    Both of these are paid services. But, neoticker gives a 30 day trial and the Connors site give a weeks trial.

  3. Go to my Trader Tools www.stocktrade.net/Links/fr_tools_all.htm
    and click on Historical Stock Volatilities - Updated Monthly under Option & Derivative Analytics . This is updated(or should be) by the CBOE monthly and is in EXCEL format. This is a free site and there may be other sites that give (real-time)daily stock Vol. updates.

    Gene Weissman
    Lieber & Weissman Sec., L.L.C.
  4. syd697


  5. Gene: That's a good site, but it looks like it's on a monthly basis. I need like a 20 years vo, something more stable.
    Sterling: I'll try those sites if nothing else comes up, also barchart.com has a trial also and is suppose to have vo.