Software to graph implied volatility??

Discussion in 'Trading Software' started by Antihero1776, Mar 12, 2010.

  1. Hi,

    Dose anyone know of any software that can plot a graph of Options Volatility Skew for OTM PUTs and ATM Calls with Between 10 days and 60 days left before expiration?

    I am using a ratio of Strike Price/Stock Price to define ATM and OTM Options.

    ATM Calls = Strike Price/Stock Price Ratio between .95 and 1.05
    OTM Puts = Strike Price/Stock Price Ratio between .80 and .95
    Options Volatility Skew = Volatility of OTM Puts – Volatility of ATM Calls

    Thanks!
     
  2. tommintj

    tommintj

    OptionVUE does that as I recall