Let's say for instance I wanted to do sell OTM calls on stocks I thought had very little chance of breaking into new highs etc . . Can I be...
I'll look at it again . . weird if it's working for you.
anybody?
Batman28?
FA, Sounds like you have a pretty nice component there. I started out on the same track as you, with TS. Still use it to check sometimes. You...
Yeah this program looks like it's used on very large amounts of data and is more than likely just part of a project that does something more...
and the corresponding futures contracts?? Are we having trouble selling those too OZ?
Thanks for the info . . . looks good. Don't get me wrong, i may have overlooked this, but I don't see where volatilitydays was ever declared....
Ok. SO what you're saying is that I could use the 365 although my volatility and therefore theoretical option prices would be different? Did...
Why when we're looking at volotility we are using 252 days and when we look at T in as in time until expiration with use a full year?
the variable volatilitydays in the above posted java code: is it declared? I'm assuming that it's the number of days that you want to find...
To note: I have the 6.5 version as compared to the new 7.3.
Batman - my file is not working correctly. Let me post it to see if you can catch what is happening. One thing that is really annoying is...
IV : isn't this when the actual market price of an option is used to imply a theoretical volatility to a stock as opposed to the historical...
Cool. I actually already looked at that page.. .. didn't really help out though . . . This is what I got : the daily open, high, close of...
Batman - great thread . . . Where did you jump for the BScall to this Eurotrash(kidding). I followed along but then got lost b/c I thought...
After some further reading . . . essentially what I'm asking is how to find the underlying volatility, right?
Thanks Chabah for clearing it up. I thought either it's what you said or that you had used data on 4k different issues. What software are...
I was just in another thread . . . http://www.anthony-vba.kefra.com/vba/vba13.htm great site . . .basically teaches or re-teaches you how...
Hi guys . . got a simple question about pricing an option . . . got a link for you, I'm trying to replicate BS in MatLab so here's the link:...
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