volatility and implied volatility on HSI

Discussion in 'Options' started by mgzheng, May 27, 2005.

  1. mgzheng

    mgzheng

    Does anyone know where can I get historical and implied volatility data on the Hang Seng Index? www.ivolatility.com only has data for US, Canada and European Indices. Thanks a lot.
     
  2. MTE

    MTE

    Historical volatility can be calculated from historical prices, it is nothing more than a standard deviation of the returns.

    Can't help you with IV data, though.
     
  3. mgzheng

    mgzheng

    If I can get historical option prices, I can calculate IV too. But can't find historical option prices either.
     
  4. MTE

    MTE

    Yeah, but you don't need historical option prices to calculate historical volatility, you only need the index prices.