Is the calculation of implied volatility correct for the excel on the webpage below: http://www.gummy-stuff.org/implied-volatility.htm...
any others? or free?
Anyone knows any web that allow downloading of implied volatility data? free or paid
why is that sdpr sector index has implied volatility. The webpage that list the implied volatility does not say which options strike the...
the calculator is great but want a direction bsm equation that solve for volatility. Give all the bsm variables AND call or put quote, solve for...
Is there any webpage which has a direct black scholes equation that solve for implied volatility or a detail tutorial?
the bsm require some variables like strike price, expiry duration but the one at optionxpress has the same volatility graph for all options...
optionxpress has an implied volatility chart anyone know how to calculate that implied volatility their implied volatility chart is same...
or just buy two atm calls or atm puts with delta at 0.5 to match the stks movement? do those trader trading options strategy require hedging do...
would buying msft call or put with delta 1 better than taking a synthetic position to match the stk return?
taking account of buy sell price of options, the differences would be more. for less popular stk, some of the return are even opposite the stk...
using msft the return from synthetic varies with msft return ranging from -0.2 to +0.2 in percentage that is alot. the calculation is using...
msft return msft 25 synthetic return 11/30/2010 -0.05 -0.09 11/29/2010 0.06 -0.03 11/26/2010 -0.12 0.01 11/24/2010 0.25 0.28...
rew synthetic involve buying call and selling put or vice versus right? not comparing synthetic long value and synthetic value but rather the...
using the midprice of buy sell price to calculate the change in option call value plus the change in put value assuming buy call and sell put of...
the gain or loss of synthetic positions do not seems match the stk gain or loss. the different may range from -0.50 to 0.50. This is the same for...
how much different r the theoretical options greeks values differ from the real world values? any webpage has charting of historical options...
many asia countries don't allow sell short of stks does china, australia and japan allow?
which country other than us allow sell short of stks?
does optionxpress has charting of options greeks?
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