historical volatility of european indexs

Discussion in 'Options' started by logis, Oct 24, 2017.

  1. logis


    i could not find any
    if someone can direct me to where to find the following EUREX assets HV i will appriciate it very much (all traded in EUREX exchange)

    Dax Index
    Euro Bund
    Euro Bobl
    Euro Stoxx 50
    KOSPI 200
    EURO Bank
  2. does your charting software not have tools to show it, or a way to script the calculation yourself?
  3. truetype


    If you have access to a BBG terminal, run HVG.
  4. JackRab


    Or alternatively you can just run your own calculation for HV based on daily closing prices of the past...
  5. maxinger


    Are you looking for equivalent of US VIX ?

    I am not sure if this FVS - Vstoxx mini index futures is what you are looking for.
  6. JackRab


    He wants historicals... should be easy to compute.
  7. I have an account at Interactive Brokers and all these instruments are readily available in TWS. Does this answer your question?
  8. JackRab


    30 day HV's via IB

    DAX 6.84 (spot not future)
    Bund 3.72
    Bobl 1.61
    ESTX50 5.63 (spot not future)
    KOSPI 11.27 (spot not future)
    what is Euro Bank
    VSTOXX front month future 48.35... spot index 72.92

    Just readily in Interactive Brokers... and probably most other brokers. If you don't have a broker but merely trying to find out for some other reason (research or whatever)... it's really easy to get these numbers when you download closing prices...

    You probably want to know how the HV evolved over time? Get more closing prices...
  9. logis


    thank you all for the info!