Implied vs. Historical volatility

Discussion in 'Options' started by promagma, May 4, 2010.

  1. promagma


    Is there a website with a hotlist of high Implied vs. Historical volatility.

    I got caught daytrading ITMN today (didn't do my homework) and lost 19k when it was halted. With such a list, I can create an automatic sanity check to filter out these stocks.
  2. promagma