option cones

Discussion in 'Options' started by 2rosy, Oct 10, 2012.

  1. 2rosy


    anyone know a good source of option cones
  2. Just do them in Excel. For a given underlying; get the OHLC prices for the durations you desire, calc the vol, and then populate a chart with the percentiles and date ranges that you need.

    If you don't want to do the work, I'm sure there are sheets/templates out there on the net. If you want to pay, you can use Hoadley.
  3. +1 on hoadley
  4. 2rosy


  5. Good work. Always better to build your own tools.