Is there a symbol for "risk free rate"

Hello,

I found this chart that I think, - shows the "risk free rate".
I am not sure if I can find a symbol name on that chart?
http://data.cnbc.com/quotes/US10Y

Is there a ticker symbol for the "risk free rate"?

Thanks

 

10 year is not risk free. I look at the 3 month and 6 month t-bills.

 

It is for 10 years.

 

The 10 year is only a risk free rate if your time horizon is 10 years.

http://people.stern.nyu.edu/adamodar/pdfiles/papers/riskfree.pdf

 

Yeah.

 

>> 10 year is not risk free. I look at the 3 month and 6 month t-bills

I am not exactly sure what I am looking for. What I do look for is when calculating option values using the "black-scholes". One parameter that is needed in the equations is the "risk free interest rate".

I will do a backtest on historical data. Then I would like to put in the "risk free interest rate" that was on that particular date in the backtest to be so accurate as possible. I can see that different rates affects the Theta value much. I would look at options with for example max 60 DTE.

Then I wonder if there is a ticker symbol with historical values for this in some way?

 

I would use the Fed funds. FF are around 40 bps points right now.

https://apps.newyorkfed.org/markets/autorates/fed funds

 

I am not sure what chart that is? I see values like this for example: "99.6025s" compared to "Yield 1.56%" in the chart I showed.
Is "99.6025s" a risk free rate?

 

I changed my response after re-reading your question to address "historical data".

 

Fed Funds or 4 week T-Bill is optimal.