StockFetcher Forums · General Discussion · Implied Volatility<< 1 2 >>Post Follow-up
no4j
45 posts
msg #36252
Ignore no4j
6/7/2005 11:24:07 PM

Ha ha. Told you I was confused.

Dave


dducey
19 posts
msg #36257
Ignore dducey
6/8/2005 9:22:58 PM

Look at optionetics.com or ivolatility.com


saleh_tabandeh
1 posts
msg #125793
Ignore saleh_tabandeh
10/24/2015 12:02:58 PM

I was looking for a way to draw IV in StockFetcher as well and could not find anything and came to this thread. Just to clarify, IV is very different from Historical volatility(HV). HV is calculated from the price changes in the underlying (stock) while IV is calculated from the price of the options of that stock. For example, if the options market for a stock is hot and demand is high, the option price will increase, and as a result IV will increase. But HV might not change at all!

So to calculate IV the price of the options and at least a black-scholes model is needed. Since IV is usually an indication of impending events in the underlying, it is a really good addition to the filter arsenal of StockFetcher.

StockFetcher Forums · General Discussion · Implied Volatility<< 1 2 >>Post Follow-up

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