Volatility

Discussion in 'Trading' started by mentorgen, Oct 5, 2006.

  1. Anyone know where i can find the volatilty of a stock? I want to use it for options pricing.
    Right now the only place i know of is bloomberg. I would like somewhere i could get this info for free. Thanks for any help!
     
  2. IGolf

    IGolf

  3. thanks for all the help!
    for options pricing do you guys find using 30 day volatility works best?
     
  4. One thing I don't like about IVolatility's Index nor the CBOE's VIX is that it is fixed at 30 days expiration. Well what if the contract you are looking at has 41 days or 17 days or 4 days etc.

    Why can't they normalize the data to reflect the number of days left until expiration of the front month contract? Of course I can accept the argument that you don't need to be a volatility guru, just a volatility Forrest Gump. In other words, you just have to descerne wether volatility is relatively high or relatively low. In that case, normalizing the data to 30 days should suffice.
     
  5. does anyone know where one can get volatility for a period longer then 30 days?
    i'm trying to value option contracts that are 3 months away from expiration so I wanted to have a longer term volatility.

    What do you guys recommend to use for period of volatility when valuing options too out of curiosity? want to see what other people like using.
     
  6. just21

    just21

  7. DaBrain

    DaBrain

    www.iseoptions.com


    Has historic and implied volatility's for individual stocks/options over multiple time periods.
     
  8. #10     Oct 17, 2006